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Fard, Farzad Alavi [Author]; Doko Tchatoka, Firmin [Author]; Sriananthakumar, Sivagowry [Author]

Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model

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https://www.mdpi.com/1911-8074/14/3/97/pdf

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2021

Published in: Journal of risk and financial management ; 14(2021), 3/97 vom: März, Seite 1-19
Fard, Farzad Alavi [Author]; Doko Tchatoka, Firmin [Author]; Sriananthakumar, Sivagowry [Author]

Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model

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Basel: MDPI, 2021
Fard, Farzad Alavi

Analytical pricing of vulnerable options under a generalized jump–diffusion model

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Elsevier BV, 2015

Published in: Insurance: Mathematics and Economics
Pourkhanali, Armin; Alavi Fard, Farzad

Pricing equity linked annuities under regime-switching generalized gamma process

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Virtus Interpress, 2015

Published in: Corporate Ownership and Control
Fard, Farzad Alavi; Rong, Ning

Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process

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Springer Science and Business Media LLC, 2014

Published in: Annals of Finance
Rong, Ning; Alavi Fard, Farzad

Pricing ruin‐contingent life annuity under stochastic volatility

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Emerald, 2012

Published in: The Journal of Risk Finance
Fard, Farzad Alavi; Siu, Tak Kuen

Pricing and managing risks of European-style options in a Markovian regime-switching binomial model

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Springer Science and Business Media LLC, 2013

Published in: Annals of Finance
Fard, Farzad Alavi; Siu, Tak Kuen

Pricing participating products with Markov-modulated jump–diffusion process: An efficient numerical PIDE approach

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Elsevier BV, 2013

Published in: Insurance: Mathematics and Economics
Fard, Farzad Alavi; Tchatoka, Firmin Doko; Sriananthakumar, Sivagowry

Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model

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MDPI AG, 2021

Published in: Journal of Risk and Financial Management
Jahani, Hamed; Abbasi, Babak; Alavi Fard, Farzad; Talluri, Srinivas (Sri)

Supply Chain Network Redesign with Demand and Price Uncertainty

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Elsevier BV, 2018

Published in: SSRN Electronic Journal
Shanahan, Brett; Alavi Fard, Farzad; van der Hoek, John

Pricing participating policies under the Meixner process and stochastic volatility

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Informa UK Limited, 2017

Published in: Scandinavian Actuarial Journal
Arvaneh, Reza; Fard, Amir Azizzadeh; Bazyari, Amin; Alavi, Seyed Mehdi; Abnavi, Farzad Jokar

Effects of Ce, La, Cu, and Fe promoters on Ni/MgAl2O4 catalysts in steam reforming of propane

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Springer Science and Business Media LLC, 2019

Published in: Korean Journal of Chemical Engineering
Song, Na; Siu, Tak Kuen; Alavi Fard, Farzad; Ching, Wai-Ki; Fung, Eric S.

Risk measures and behaviors for bonds under stochastic interest rate models

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Elsevier BV, 2012

Published in: Mathematical and Computer Modelling
Hashemi, Seyyed-Saleh; Hajati, Reza; Davarzani, Atefeh; Rohani, Mohammad; DanaeeFard, Fardad; Rahimi Bidgoli, Mohammad Masoud; Fatehi, Farzad; Kariminejad, Ariana; Najmabadi, Hossein; Nafissi, Shahriar; Alavi, Afagh

Anticipation Can Be More Common in Hereditary Spastic Paraplegia with SPAST Mutations Than It Appears

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Cambridge University Press (CUP), 2022

Published in: Canadian Journal of Neurological Sciences / Journal Canadien des Sciences Neurologiques

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