E-LIB Suche - Ergebnisse für: Najafi, Ali Reza

1

Lookback option pricing under the double Heston model using..:

Motameni, Mahsa ; Mehrdoust, Farshid ; Najafi, Ali Reza
Computational and Applied Mathematics. 41 (2022) 8 - p. , 2022

2

European option under a skew version of the GBM model with ..:

Farshadmoghadam, Farnaz ; Najafi, Ali Reza ; Yaghouti, Mohammad Reza
Journal of Statistical Computation and Simulation. 91 (2021) 14 - p. 2986-3004 , 2021

Link: https://doi.org/10.1080/..

3

A short memory version of the Vasicek model and evaluating ..:

Mehrdoust, Farshid ; Najafi, Ali Reza
Journal of Computational and Applied Mathematics. 375 (2020) - p. 112796 , 2020

Link: https://doi.org/10.1016/..

4

Cardinality-constrained portfolio optimization with short s..:

Khodamoradi, Tahereh ; Salahi, Maziar ; Najafi, Ali Reza
Decisions in Economics and Finance. 44 (2020) 1 - p. 197-214 , 2020

Link: https://doi.org/10.1007/..

5

A mixed fractional Vasicek model and pricing Bermuda option..:

Mehrdoust, Farshid ; Najafi, Ali Reza ; Samimi, Hossein
Sādhanā. 45 (2020) 1 - p. , 2020

Link: https://doi.org/10.1007/..

6

Portfolio Optimization Model with and without Options under..:

Khodamoradi, T. ; Salahi, M. ; Najafi, Ali Reza.
Mathematical Problems in Engineering. 2020 (2020) - p. 1-10 , 2020

Link: https://doi.org/10.1155/..

7

An Uncertain Exponential Ornstein–Uhlenbeck Interest Rate M..:

Mehrdoust, Farshid ; Najafi, Ali Reza
Bulletin of the Iranian Mathematical Society. 46 (2019) 5 - p. 1405-1420 , 2019

Link: https://doi.org/10.1007/..

8

A fractional version of the Cox–Ingersoll–Ross interest rat..:

Fallah, Somayeh ; Najafi, Ali Reza ; Mehrdoust, Farshid
Communications in Statistics - Theory and Methods. 48 (2018) 9 - p. 2254-2266 , 2018

Link: https://doi.org/10.1080/..

9

Modeling Asset Price Under Two-Factor Heston Model with Jum..:

Mehrdoust, Farshid ; Saber, Naghmeh ; Najafi, Ali Reza
International Journal of Applied and Computational Mathematics. 3 (2017) 4 - p. 3783-3794 , 2017

Link: https://doi.org/10.1007/..

10

Bond pricing under mixed generalized CIR model with mixed W..:

Najafi, Ali Reza ; Mehrdoust, Farshid
Journal of Computational and Applied Mathematics. 319 (2017) - p. 108-116 , 2017

Link: https://doi.org/10.1016/..

11

Pricing European Options under Fractional Black–Scholes Mod..:

Mehrdoust, Farshid ; Najafi, Ali Reza
Computational Economics. 52 (2017) 2 - p. 685-706 , 2017

Link: https://doi.org/10.1007/..

12

CCMV Portfolio Optimization with Stocks and Options using F..:

Khodamoradi, Tahereh ; Najafi, Ali Reza ; Salahi, Maziar
https://ojs.ual.es/ojs/index.php/eea/article/view/3790/5437. , 2021

Link: https://ojs.ual.es/ojs/i..

13

A Note on CCMV Portfolio Optimization Model with Short Sell..:

Khodamoradi, Tahereh ; Salahi, Maziar ; Najafi, Ali Reza
http://www.iapress.org/index.php/soic/article/view/890/638. , 2020

Link: http://www.iapress.org/i..

14

Heatwave Duration and Heating Rate in a Non‐Stationary Clim..:

Chitsaz, Fatemeh ; Gohari, Alireza ; Najafi, Mohammad Reza..
Earth's Future. 11 (2023) 12 - p. , 2023

Link: https://doi.org/10.1029/..

15

Uncertainties in Riverine and Coastal Flood Impacts under C..:

Wang, Shuyi ; Najafi, Mohammad Reza ; Cannon, Alex J..
Water. 13 (2021) 13 - p. 1774 , 2021

Link: https://doi.org/10.3390/..