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
  https://doi.org/10.71716/amfa.2024.23031868
• 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