Faghan, Yaser
21  Ergebnisse:
Personensuche X
?
2

Gambler Bandits and the Regret of Being Ruined:

, In: Proceedings of the 20th International Conference on Autonomous Agents and MultiAgent Systems,
 
?
11

Analytical and numerical results for American style of perp..:

Grossinho, Maria do Rosário ; Faghan, Yaser ; Ševčovič, Daniel
Grossinho, Maria do Rosário, Yaser Faghan and Daniel Ševčovič. (2017). "Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations." In Novel Methods in Computational Finance. Matthias Ehrhardt, Michael Gunther and E. Jan W. ter Maten, (Eds.) Chapter 8 : pp. 129-142. (Search PDF in 2023)..  , 2017
 
?
12

Pricing perpetual put options by the black–scholes equation..:

Grossinho, Maria do Rosário ; Faghan, Yaser Kord ; Ševčovič, Daniel
Grossinho, Maria do Rosário, Yaser Kord Faghan and Daniel Ševčovič. (2017). "Pricing perpetual put options by the black–scholes equation with a nonlinear volatility function" . Asia-Pacific Financial Markets. Vol. 24: pp. 291-308. (Search PDF in 2023)..  , 2017
 
1-15