List of Articles OPTION PRICING Open Access Article Abstract Page Full-Text 1 - Pricing of Options Portfolio Based on Market Information Content Mohsen rezaeeyan narges yazdanian alireza mirarab neda farahbakhsh 10.30495/jfksa.2023.22612 Open Access Article Abstract Page Full-Text 2 - Barrier options pricing of fractional version of the Black-Scholes model M. A. Mohebbi ‎Ghandehari‎ M. ‎Ranjbar‎ Open Access Article Abstract Page Full-Text 3 - Option pricing with artificial neural network in a time dependent market Mehran Araghi Elham Dastranj Abdolmajid Abdolbaghi Ataabadi Hossein Sahebi Fard Open Access Article Abstract Page Full-Text 4 - Option Pricing in the Presence of Operational Risk Alireza Bahiraie Mohammad Alipour Rehan Sadiq 10.22034/amfa.2020.674942 Open Access Article Abstract Page Full-Text 5 - Robust supply chain coordination modeling: A revenue management perspective J Nazemi M Modarres Open Access Article Abstract Page Full-Text 6 - 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 7 - 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 8 - 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 9 - A Numerical method for solving the problem of Pricing American Options under the CIR stochastic interest rate model Abodolsadeh neisy maryam safaei Nader Nematollahi Open Access Article Abstract Page Full-Text 10 - 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 11 - 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 12 - Option Pricing on Commodity Prices Using Jump Diffusion Models Tesfahun Berhane Molalign Adam Eshetu Haile Open Access Article Abstract Page Full-Text 13 - 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