Publications

Journal Papers

Optimization of multi-period model after fitting best distribution	September	2019
Comments on "Strong Convergence rates for Backward Euler on a class of nonlinear jump-diffusion problems"	October	2019
Free Assets and Their Relations with Riskless Assets	August	2015
Producing the Tangency Portfolio as a Corner portfolio	Summer	2013
New Banach Lattice Algebras and their Applications	October	2013
Portfolio Selection Under Conditions of Variable Weights	Winter	2012
Tangency Portfolio in the LP Solvable Portfolio Selection Models	July	2012
Option Pricing for Infinite Variance Data	Winter	2008
On the ideal-reducibility of Semigroups of Positive Operators on Banach Lattices	Winter	2000
Irreducible subalgebras of quasi-normed operator ideals.	February	1999
On the ideal-triangularizability of semigroups of quasinilpotent positive operators on C(K).	March	1998
On the ideal-triangularizability of positive operators on Banach lattices.	September	1997

Conference Papers

Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets	December	2018
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformatios	Spring	2016
معادلهي ديفرانسيل تصادفي پسرو در ارزشگذاري مشتقات مالي	Spring	2016
On The Numerical Stability of Strong Predictor-Corrector Euler Schemes for SDE	Spring	2016
On the Option Pricing Models	Spring	2016
Data Modelling and Applied Harmonic Analysis	May	2015
Solving the black-Scholes equation through a higher order compact finite difference method	August	2015
THE IMPORTANCE OF THE PERRON-FROBENIUS THEOREM	May	2015
Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Valatility	Summer	2013
An Overview of Harmonic Analysis and its Applications	Winter	2013
On the Infinite Variance Option Pricing Models	Winter	2013
An Application of Separable Measure Algebras to Positive Operators	Summer	2011
Portfolio Optimization under Non-Gaussian Distributions	Winter	2011
Mathematical Analysis with Mathematical Modelling in View	Spring	2009
Ideal-Reducibility of Positive Operators with no Compact Conditions	Spring	2000
Decomposability of Positive Operators on Banach Lattices	Spring	1997

Search form