The following pages link to Abdolsadeh Neisy (Q2114507):
Displaying 13 items.
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
- An inverse finance problem for estimation of the volatility (Q2838796) (← links)
- (Q2939889) (← links)
- (Q2951727) (← links)
- ADI method of credit spread option pricing based on jump-diffusion model (Q3390750) (← links)
- (Q3466011) (← links)
- (Q4431051) (← links)
- (Q4458928) (← links)
- (Q5038729) (← links)
- Meshless approach for pricing Islamic Ijarah under stochastic interest rate models (Q5076603) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- (Q5308224) (← links)
- An RBF approach for oil futures pricing under the jump-diffusion model (Q5855722) (← links)
