Equity Warrants Pricing Formula for Uncertain Financial Market von Shokrollahi, Foad

Volltext

Pricing Compound and Extendible Options under Mixed Fractional Brownian Motion with Jumps von Shokrollahi, Foad

Volltext

The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion von Shokrollahi, Foad

Volltext

THE VALUATION OF EUROPEAN OPTION UNDER SUBDIFFUSIVE FRACTIONAL BROWNIAN MOTION OF THE SHORT RATE von SHOKROLLAHI, FOAD

Volltext

Timeline and Wavelets Method for Pricing Cash-or-Nothing Options von Saeed Vahdati, Foad Shokrollahi

Volltext

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

Volltext

Hedging in fractional Black–Scholes model with transaction costs von Shokrollahi, Foad, Sottinen, Tommi

Volltext

Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs von Shokrollahi, Foad

Volltext

Long-range dependent completely correlated mixed fractional Brownian motion von Dufitinema, Josephine, Shokrollahi, Foad, Sottinen, Tommi, Viitasaari, Lauri

Volltext

Prediction of Gaussian Volterra processes with compound Poisson jumps von Maleki Almani, Hamidreza, Shokrollahi, Foad, Sottinen, Tommi

Volltext

Actuarial approach in a mixed fractional Brownian motion with jumps environment for pricing currency option von Shokrollahi, Foad, Kılıçman, Adem

Volltext

The valuation of currency options by fractional Brownian motion von Shokrollahi, Foad, Kılıçman, Adem

Volltext

Pricing Currency Option in a Mixed Fractional Brownian Motion with Jumps Environment von Shokrollahi, Foad, Kiliçman, Adem

Volltext

Hedging in Jump Diffusion Model with Transaction Costs von Almani, Hamidreza Maleki, Shokrollahi, Foad, Sottinen, Tommi

Volltext bestellen

Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands von Ralchenko, Kostiantyn, Shokrollahi, Foad, Sottinen, Tommi

Volltext bestellen

Subdiffusive fractional Black-Scholes model for pricing currency options under transaction costs von Shokrollahi, Foad

Volltext

Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime von Shokrollahi, Foad

Volltext bestellen

The evaluation of geometric Asian power options under time changed mixed fractional Brownian motion von Shokrollahi, Foad

Volltext bestellen

Valuation of equity warrants for uncertain financial market von Shokrollahi, Foad

Volltext bestellen

Prediction of Gaussian Volterra Processes with Compound Poisson Jumps von Almani, Hamidreza Maleki, Shokrollahi, Foad, Sottinen, Tommi

Volltext bestellen