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Publications

Conference Papers
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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
Numerical solution with higher order accuracy for option pricing with stochastic volatility using a geometric transformatios Spring 2016
Solving the black-Scholes equation through a higher order compact finite difference method August 2015
THE IMPORTANCE OF THE PERRON-FROBENIUS THEOREM May 2015
Data Modelling and Applied Harmonic Analysis May 2015
An Overview of Harmonic Analysis and its Applications Winter 2013
On the Infinite Variance Option Pricing Models Winter 2013
Value at Risk, GARCH Modelling and the Forecasting of Hedge Fund Return Valatility Summer 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
Journal Papers
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Free Assets and Their Relations with Riskless Assets August 2015
New Banach Lattice Algebras and their Applications October 2013
Producing the Tangency Portfolio as a Corner portfolio Summer 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

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