Zobrazeno 1 - 10
of 84
pro vyhledávání: '"Bastani, Ali"'
Autor:
Alipour, Peyman, Bastani, Ali Foroush
Designing dynamic portfolio insurance strategies under market conditions switching between two or more regimes is a challenging task in financial economics. Recently, a promising approach employing the value-at-risk (VaR) measure to assign weights to
Externí odkaz:
http://arxiv.org/abs/2305.12539
In the paper [Hainaut, D. and Colwell, D.B., {\rm A structural model for credit risk with switching processes and synchronous jumps}, The European Journal of Finance 22(11) (2016): 1040-1062], the authors exploit a synchronous-jump regime-switching m
Externí odkaz:
http://arxiv.org/abs/2109.04676
Publikováno v:
In Engineering Analysis with Boundary Elements May 2023 150:364-373
In this paper, an integral equation representation for the early exercise boundary of an American option contract is considered. Thus far, a number of different techniques have been proposed in the literature to obtain a variety of integral equation
Externí odkaz:
http://arxiv.org/abs/1710.00161
Publikováno v:
In Engineering Analysis with Boundary Elements 1 May 2021 126:108-117
Autor:
Nasiri, Gholamreza, Bastani, Ali, Haji-Aghamohammadi, Ali Akbar, Nooshabadi, Mohamadreza Rashidi, Shahmirzalou, Parviz, Haghighian, Hossein Khadem
Publikováno v:
In Clinical Nutrition ESPEN February 2021 41:242-248
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation May 2020 84
Publikováno v:
Numerical Algorithms, 2017
This paper presents an adaptive multiple-shooting method to solve stochastic multi-point boundary value problems. The heuristic to choose the shooting points is based on separating the effects of drift and diffusion terms and comparing the correspond
Externí odkaz:
http://arxiv.org/abs/1301.4774
Autor:
Shahrokh, Shabnam, Baradaran Ghavami, Shaghayegh, Asadzadeh Aghdaei, Hamid, Parigi, Tommaso Lorenzo, Farmani, Maryam, Danese, Silvio, Ebrahimi Daryani, Nasser, Vossoughinia, Hassan, Balaii, Hedieh, Alborzi, Foroogh, Khoramjoo, Seyed Mobin, Khanabadi, Binazir, Seyed Salehi, Ali, Bastani, Ali, Sharifi, Mohsen, Safari, Mohammad Taghi, Malekpour, Habib, Sherkat, Ghazal, Saberafsharian, Malihe, Miri, Mohammad Bagher
Publikováno v:
Archives of Physiology & Biochemistry; Jun2024, Vol. 130 Issue 3, p325-332, 8p
Publikováno v:
In Communications in Nonlinear Science and Numerical Simulation June 2018 59:88-104