List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process Algorithmic Finance | 2018-09-13 | Paper |
| Pricing participating policies under the Meixner process and stochastic volatility Scandinavian Actuarial Journal | 2018-07-17 | Paper |
| Analytical pricing of vulnerable options under a generalized jump-diffusion model Insurance Mathematics & Economics | 2015-03-13 | Paper |
| Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process Annals of Finance | 2014-11-13 | Paper |
| Pricing and managing risks of European-style options in a Markovian regime-switching binomial model Annals of Finance | 2014-11-12 | Paper |
| Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach Insurance Mathematics & Economics | 2014-06-23 | Paper |
| Risk measures and behaviors for bonds under stochastic interest rate models Mathematical and Computer Modelling | 2013-01-24 | Paper |
Research outcomes over time
This page was built for person: Farzad Alavi Fard
