keyword European options / (2 Article)
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1.
Writer : Bolfake، Ali ؛ Mashayekhi، Sima ؛ Corresponding Author : Mousavi، Seyed Nourollah ؛
Journal:Advances in Mathematical Finance and Applications»Summer 2023, Volume 8 - Issue 3 Ranking الف (Ministry of Science/ISC (13 page(s) - From 951 to 963 )
Keywords:Deep learningMonte-Carlo simulationEuropean optionsAsian optionsdescent gradient method
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2.
Writer : Nasiri، Tayebeh ؛ Aminataei، Azim ؛ Corresponding Author : Zakeri، Ali ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2022, Volume 2 - Number 1 (10 page(s) - From 159 to 168 )
Keywords:VolatilityChebyshev waveletsEuropean optionsTime-fractional Levy diffusion equationLevenberg-Marquardt regularization