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• Nabavi Chashmi.Seyyed Ali Review and Compare the earnings patterns of Asian, European and American Stock Option in Tehran Stock Exchange [ Vol.9, Issue 34 - Spring Year 1397]
• nademi.younes Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility [ Vol.9, Issue 34 - Spring Year 1397]
• Naderi.Payam Survey on the Effect of Remittances on Financial Development in Iran [ Vol.9, Issue 35 - Summer Year 1397]
• naghavipour.maryam A Markov regime-switching model for crude-oil market fluctuations [ Vol.9, Issue 35 - Summer Year 1397]
• Najafi.Hamed Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
• Namin.Mahnaz Ahadzadeh Financial assessment of private and public insurance companies using Collaborative Interoperability and Shannon Entropy [ Vol.9, Issue 36 - Autumn Year 1397]
• Nematollahi.Nader A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model [ Vol.9, Issue 35 - Summer Year 1397]
• Nikjou.Ghasem Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model [ Vol.9, Issue 36 - Autumn Year 1397]
• nikoumaram.hashem Study of portfolio optimization based on downside risk, upside potential and behavioral variables efficiency [ Vol.9, Issue 34 - Spring Year 1397]
• nouri.mojtaba Portfolio Optimization Using Chance Constrained Compromise Programming [ Vol.9, Issue 35 - Summer Year 1397]