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Journal Papers
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On the ideal-triangularizability of positive operators on Banach lattices. September 1997
On the ideal-triangularizability of semigroups of quasinilpotent positive operators on C(K). March 1998
Irreducible subalgebras of quasi-normed operator ideals. February 1999
On the ideal-reducibility of Semigroups of Positive Operators on Banach Lattices Winter 2000
Option Pricing for Infinite Variance Data Winter 2008
Portfolio Selection Under Conditions of Variable Weights Winter 2012
Tangency Portfolio in the LP Solvable Portfolio Selection Models July 2012
New Banach Lattice Algebras and their Applications October 2013
Producing the Tangency Portfolio as a Corner portfolio Summer 2013
Free Assets and Their Relations with Riskless Assets August 2015
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
Conference Papers
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Decomposability of Positive Operators on Banach Lattices Spring 1997
Ideal-Reducibility of Positive Operators with no Compact Conditions Spring 2000
Mathematical Analysis with Mathematical Modelling in View Spring 2009
An Application of Separable Measure Algebras to Positive Operators Summer 2011
Portfolio Optimization under Non-Gaussian Distributions Winter 2011
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
Solving the black-Scholes equation through a higher order compact finite difference method August 2015
Data Modelling and Applied Harmonic Analysis May 2015
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
Multilevel Monte-Carlo Simulation Applied to Levy Driven Assets December 2018

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