Mohamad Ali Jafari
Department of Financial Sciences, Kharazmi University, Tehran, Iran
[ 1 ] - Confidence Interval for Solutions of the Black-Scholes Model
The forecast is very complex in financial markets. The reasons for this are the fluctuation of financial data, Such as Stock index data over time. The determining a model for forecasting fluctuations, can play a significant role in investors deci-sion making in financial markets. In the present paper, the Black Scholes model in the prediction of stock on year later value, on using data from mel...
[ 2 ] - Application of semi-analytic method to compute the moments for solution of logistic model
The population growth, is increase in the number of individuals in population and it depends on some random environment effects. There are several different mathematical models for population growth. These models are suitable tool to predict future population growth. One of these models is logistic model. In this paper, by using Feynman-Kac formula, the Adomian decomposition method is applied to ...
[ 3 ] - An extension of stochastic differential models by using the Grunwald-Letnikov fractional derivative
Stochastic differential equations (SDEs) have been applied by engineers and economists because it can express the behavior of stochastic processes in compact expressions. In this paper, by using Grunwald-Letnikov fractional derivative, the stochastic differential model is improved. Two numerical examples are presented to show efficiency of the proposed model. A numerical optimization approach b...
نویسندگان همکار