List of Articles اختیار معامله Open Access Article Abstract Page Full-Text 1 - A numerical method for pricing American option on Mercantile exchange (case study of wheat and soybean) Rafi Hassani Moghaadam Hanif Heidari Seyed Rohollah Ahmadi Haji Abadi Abbas Ebrahimi 10.30495/jnrm.2022.62933.2146 Open Access Article Abstract Page Full-Text 2 - A new approach to using the cubic B-spline functions to solve the Black-Scholes equation Hossein Aminikhah Seyyed Javad Alavi Open Access Article Abstract Page Full-Text 3 - Analyzing the investment strategies on option contract based on the Black-Scholes model-evidence from the gold coin option contracts in Iran mercantile exchange Mahdie Amiri Akbar Mirzapour Bit o Allah Akbari Moghadam Open Access Article Abstract Page Full-Text 4 - Trading option, subsidiary selling option and performance of Performance of investment funds and investment companies with DID approach amir heidarian yazdeli محمد اسماعیل فدایی نژاد rezvan hejazi 10.30495/jfksa.2022.19835 Open Access Article Abstract Page Full-Text 5 - Studying the relationship between default risk and momentum effect: based on evidence from firms listed on Tehran stock exchange Mir Feiz Fallah Sham Maysam Ahmadvand Hadi Khajezadeh Dezfuli Open Access Article Abstract Page Full-Text 6 - Survey of Efficiency Levy Process in Pricing Options Seyed Ali Nabavi Chashmi Raziye Bahramzade Open Access Article Abstract Page Full-Text 7 - Installment Option Valuation by Least Squares with Checking the Solution Convergence Hamed Hamedinia Mahdi Rezyati Open Access Article Abstract Page Full-Text 8 - Analyzing profitable strategies on option market - evidence from the gold coin option contracts on the Iran mercantile exchange Mahdie Amiri Akbar Mirzapour Beitollah Akbari moghadam Open Access Article Abstract Page Full-Text 9 - The Evaluation of Venture Capital as an Installment Option and Real Options Ali Foroush Bastani Hamed Hamedi Nia Open Access Article Abstract Page Full-Text 10 - Study the effect of call able convertible bond on investment timing Morteza Rahmani Narges Hassani Open Access Article Abstract Page Full-Text 11 - Jurisprudence Study of Transaction Choice Contract reza abbspour mostafa rajaeipoue Open Access Article Abstract Page Full-Text 12 - Deal agreement on Iranian law and Imami jurisprudence mostafa yosefzadeh gandvani javad niknehad behnam ghanbarpor 10.30495/alr.2022.1900104.1847 Open Access Article Abstract Page Full-Text 13 - Pricing The Gold Coin Options of Iran Mercantile Exchange Market:"Black Scholes" and "Put-Call Parity"Approaches Pricing The Gold Coin Options of Iran Mercantile Exchange Market:"Black Scholes" and "Put-Call Parity"Approaches Nafishe Baharadmehr Narges Tahmasabi 10.30495/fed.2022.697605 Open Access Article Abstract Page Full-Text 14 - Price Option Trading with the help of Nikki Vorovarov method mehdi abvali Maryam Khalili Araghi HASSAN HASSANABADI Ahmad Yaghoobnezhad Open Access Article Abstract Page Full-Text 15 - Evaluation of VIX Fluctuation Index in Iranian Capital Market and the Impact of Its Future Pricing through GARV Model simin rajizadeh Open Access Article Abstract Page Full-Text 16 - Financial Derivatives Instruments (Option and Embedded equity put option) and stock return synchronicity: Evidence from the Iran Capital Market Ali Mehrnoosh Ali jafari Seyed Hossein Nasl Mousavi Open Access Article Abstract Page Full-Text 17 - Option Pricing by Binomial Model under Knightian Uncertainty and Transaction Cost in Tehran Stock Exchange Moslem Peymani Mostafa Sargolzaei Amir Hosein Mosafa Open Access Article Abstract Page Full-Text 18 - Survey on fractional Black-scholes with hurst exponent on European option with transaction cost Morteza Rahmani Nahid Jafarian Open Access Article Abstract Page Full-Text 19 - Juridical feasibility of weather derivatives using multi-stage ijtihad research method mohammad talebi mohsen sayar hanieh fadaei wahed Open Access Article Abstract Page Full-Text 20 - Studying the Relationship between Default Risk and Corporate Governance Indicators (Using the Black-Scholes-Merton Option Pricing Model) Mir Feiz Fallah Shams Maysam Ahmadvand Hadi Khajezadeh Dezfuli Open Access Article Abstract Page Full-Text 21 - Providing a model for pricing oil parallel forward securities based on Black and Scholes option pricing model Hamed Najafi Ghasem Nikjou Kamran Salmani Open Access Article Abstract Page Full-Text 22 - Numerical solution of the time-fractional Black-Scholes equation for European double barrier option with time-dependent parameters under the CEV model Maryam Rezaei AhmadReza Yazdanian Open Access Article Abstract Page Full-Text 23 - Pricing of contract Call and Put Option of Corn with Black-Scholes and Binomial Tree Approaches davood seifi Hamid mohammadi vahid dehbashi محمد mehdipur 10.30495/jae.2024.31816.2382
