Applied Mathematics and Modelling in Finance, Marketing and Economics von Melliani, Said, Castillo, Oscar, El Hajaji, Abdelmajid

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Gumbel copula-based reliability assessment to describe the dependence of the multicomponent stress-strength model for Pareto distribution von Nooshin Hakamipour

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Analysis the risk contagion from financial sector to other economic sectors von Reza Raei, Alireza Najjarpour

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Option pricing in high volatile illiquid market von Sima Mashayekhi, Seyed Nourollah Mousavi

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Pricing asset-or-nothing options using Haar wavelet von Saeed Vahdati, Foad Shokrollahi

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On the numerical performance of the weak multilevel Monte-Carlo method for the Heston Model von Azadeh Ghasemifard, Ali Valinejad

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Evaluation of ‎e‎conomic variables on pension fund performance of selected countries von Mitra Ghanbarzadeh, Nasrin Hozarmoghadam, Asma Hamzeh

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A Comparison of the Linear Model and the Efficient Frontier for the Evaluation of Portfolio Performance von Fatemeh Fattahi, Farhad Hosseinzadeh Lotfi, Andrew C. Worthington

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A high order numerical method for Ito stochastic Volterra integral equations von Sadegh Amiri, Yasin Behrouzi

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An L_1 then L_0 approach to the cardinality constrained mean-variance and mean-CVaR portfolio optimization problems von Maziar Salahi, Tahereh Khodamoradi

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Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models von Mohammad Abdollahzadeh, Ataabak Baagherzadeh Hushmandi, Parisa Nabati

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Measuring the acceptance rate of Usage-Based Insurance (UBI) based on statistical methods (case study: Saman Insurance Company) von Asma Hamzeh, Mitra Ghanbarzadeh, Faezeh Banimostafaarab

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Mean-AVaR-Entropy ‎o‎ptimization portfolio selection model in uncertain environments von Farahnaz Omidi, Leila Torkzadeh, Kazem Nouri

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Calibration of European option pricing model using a hybrid structure based on the optimized artificial neural network and Black-Scholes model von Farshid Mehrdoust, Maryam Noorani

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Ridge Shrinkage Estimators in Finite Mixture of Generalized Estimating Equations von Sajad Nezamdoust, Farzad Eskandari

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The Rating of Insurance Companies Based on The Regulatory Indicators Using Three Different Scenarios von Asma Hamzeh, Faezeh Banimostafaarab, Fatemeh Atatalab

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Design of a Pure Endowment Life Insurance Contract Based on Optimal Stochastic Control von Saman Vahabi, Amir Payandeh Najafabadi

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Option valuation in markets with finite liquidity under fractional CEV assets von Azadeh Ghasemifard, Seddigheh Banihashemi, Afshin Babaei

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Pricing life settlements in the secondary market using fuzzy internal rate of return von Mahboubeh Aalaei

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Presenting a comparative model of stock investment portfolio optimization based on Markowitz model von Samaneh Mohammadi Jarchelou, Kianoush Fathi Vajargah, Parvin Azhdari

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