List of Articles Brownian Motion

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  1 - Simulating and Forecasting OPEC Oil Price Using Stochastic Differential Equations
  R. Farnoosh P. Nabati M. Azizi
• Open Access Article
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  2 - Series expansion of Wiener integrals via block pulse functions
  B.H. Hashemi M. Khodabin
• Open Access Article
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  3 - Investigation of Volatility Forecast Errors using Geometric Brownian Motion and GARCH Models in Sector Indices of Tehran Securities Exchange
  Ershad Emami Alireza Heidarzadeh Hanzaei
  10.30495/jfksa.2022.21084
• Open Access Article
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  4 - Forecasting Total Index of Tehran Stock Exchange Using Geometric Brownian Motion Model
  Maryam Davallou Alireza Varzideh
• Open Access Article
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  5 - Application of Geometric Brownian motion in prediction of gold price and currency rate
  Hojjatollah Sadeqi Mohammadesmaeil Fadaeinejad Alireza Varzideh
• Open Access Article
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  6 - Simulating Exchange Rate Volatility in Iran Using Stochastic Differential ‎Equations‎
  P. Fakhraiepour‎ P. Nabati R. Taghizadeh
• Open Access Article
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  7 - Approximation solution of two-dimensional linear stochastic Volterra-Fredholm integral equation via two-dimensional Block-pulse ‎functions
  M. Fallahpour‎‎ M. Khodabin‎ K. Maleknejad‎
• Open Access Article
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  8 - Tau-collocation Method for Linear Stochastic ˆIto-Volterra Integral Equations
  Somayeh Haghayeghi Fatemeh Mahmoodi Mehdi Omidvari
• Open Access Article
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  9 - Daily net cash flow analysis and forecasting : Transition from Microscopic to Macroscopic Stochastic Equations
  Elham Danesh Ali Saeedi Ehsan Rahmaninia Amir Gholami
  10.22034/amfa.2022.1942773.1643
• Open Access Article
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  10 - Modeling of Gold coin futures with stochastic differential equations
  Rahele Baqeri mohammadreza setayesh Reza Radfar
• Open Access Article
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  11 - The Comparison of Cryptocurrency Returns Prediction Based on Geometric Brownian Motion and Wavelet Transform
  Ahmad Shojaei Alireza Heidarzadeh Hanzaei
• Open Access Article
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  12 - Analysis and comparison of statistical fluctuation analysis patterns with numerical method of drop motion algorithm for Tehran Stock Exchange stock price index
  Mohammad Reza Ziyaei Najafabadi Seyed Reza Ghazi Fini
• Open Access Article
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  13 - Comparison Models of Brownian motion and Fractional Brownian Motion and GARCH in Volatility Estimation of Stock Return
  S. Ali Nabavi Chashmi Mariyya Mokhtarinejad
• Open Access Article
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  14 - Survey on fractional Black-scholes with hurst exponent on European option with transaction cost
  Morteza Rahmani Nahid Jafarian
• Open Access Article
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  15 - Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation
  Amir Shafiee reza raei Hossein Abdoh Tabrizi saeed falahpor
• Open Access Article
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  16 - APPROXIMATION SOLUTION OF TWO-DIMENSIONAL LINEAR STOCHASTIC FREDHOLM INTEGRAL EQUATION BY APPLYING THE HAAR WAVELET
  Morteza Khodabin Khosrow Maleknejad Mohsen Fallahpour
• Open Access Article
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  17 - بررسی اثر قطر نانوذرات بر جابجایی آزاد نانوسیال آب- اکسید آلومینیوم با استفاده از مدلهای تکفازی و دوفازی
  میثم اسفندیاری بابک مهماندوست آرش کریمی پور