Zobrazeno 1 - 10
of 21
pro vyhledávání: '"Ali Foroush Bastani"'
Publikováno v:
Journal of Mahani Mathematical Research, Vol 13, Iss 2, Pp 423-452 (2024)
In this paper, a hybrid method for solving time-fractional Black-Scholes equation is introduced for option pricing. The presented method is based on time and space discretization. A second order finite difference formula is used to time discretizatio
Externí odkaz:
https://doaj.org/article/c80b28a740b0433dabf9153dee413eac
Publikováno v:
تحقیقات مالی, Vol 23, Iss 2, Pp 269-293 (2021)
Objective: Portfolio insurance strategies are structural methods that provide a certain level of certainty by setting a floor value. In other words, using these strategies can achieve a predetermined minimum return. PI strategies, while maintaining t
Externí odkaz:
https://doaj.org/article/5decf2dae63f467ba7b9ee17bd28e074
Publikováno v:
پژوهشهای برنامه و توسعه, Vol 1, Iss 4, Pp 91-120 (2021)
Venture Capitals (VCs) which have recently financed significant amounts of start-up companies, are divided in two categories: Independent Venture Capital (IVC) and Bank-affiliated Venture Capital (BVC). In order to study the effect of VC on bank perf
Externí odkaz:
https://doaj.org/article/6287c4f827d94e8aa72479e296d699b4
Publikováno v:
تحقیقات مالی, Vol 22, Iss 3, Pp 297-319 (2020)
Objective: Systemic risk is the cause of many financial crises and has adverse effects on economic performance at the macro level. For effective policy-making of systemic risk management, it is necessary to measure and monitor systemic risk and to st
Externí odkaz:
https://doaj.org/article/acef08b5e82f44418f2fe25ce14cb2bd
Publikováno v:
Engineering Analysis with Boundary Elements. 150:364-373
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2bee74bea00a2c52663f82dab217ce41
https://doi.org/10.1016/j.enganabound.2023.01.033
https://doi.org/10.1016/j.enganabound.2023.01.033
Publikováno v:
Iranian Journal of Science and Technology, Transactions A: Science. 46:429-449
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47fdd48141c03b1661145f7114a5972d
https://doi.org/10.1007/s40995-021-01259-1
https://doi.org/10.1007/s40995-021-01259-1
Publikováno v:
Applied Numerical Mathematics. 169:64-86
In this paper, we are concerned with existence, uniqueness and numerical approximation of the solution process to an initial value problem for stochastic fractional differential equation of Riemann-Liouville type. We propose and analyze a Petrov-Gale
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2bff4c58fa8fbd14cab21ba30794cc8
https://doi.org/10.1016/j.apnum.2021.05.031
https://doi.org/10.1016/j.apnum.2021.05.031
Publikováno v:
Engineering Analysis with Boundary Elements. 126:108-117
In this paper, we focus on the kernel-based solution of high-dimensional elliptic PDEs and propose an efficient algorithm to compute a trustable value of the shape parameter for a given positive definite kernel. The proposed strategy is based on the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfca726c65be4ed9c1c74d1a01425224
https://doi.org/10.1016/j.enganabound.2021.02.005
https://doi.org/10.1016/j.enganabound.2021.02.005
Publikováno v:
Numerical Methods for Partial Differential Equations. 37:98-117
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e135fc4b35dfdf16d36e64b843c39b0f
https://doi.org/10.1002/num.22520
https://doi.org/10.1002/num.22520
Publikováno v:
SIAM Journal on Financial Mathematics. 11:1063-1097
The rough Heston model has recently attracted the attention of many finance practitioners and researchers as it maintains the basic structure of the classical Heston model while having descriptive ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d66876daf7112093042d6c91b0499c4e
https://doi.org/10.1137/19m1269324
https://doi.org/10.1137/19m1269324