Alavi Fard, Farzad: search on Z-Library

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1

A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein–Uhlenbeck process

Fard, Farzad Alavi, Pourkhanali, Armin, Sy, Malick

Journal:

Algorithmic Finance

Year:

2018

Language:

english

File:

PDF, 588 KB

english, 2018

2

Optimal overbooking strategies in the airlines using dynamic programming approach in continuous time

Alavi Fard, Farzad, Sy, Malick, Ivanov, Dmitry

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2019

Language:

english

File:

PDF, 2.20 MB

english, 2019

3

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

Farzad Alavi Fard, Tak Kuen Siu

Journal:

Annals of Finance

Year:

2013

Language:

english

File:

PDF, 507 KB

english, 2013

4

Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae

Manner, Hans, Alavi Fard, Farzad, Pourkhanali, Armin, Tafakori, Laleh

Journal:

Energy Economics

Year:

2019

Language:

english

File:

PDF, 11.16 MB

english, 2019

5

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

Fard, Farzad Alavi

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 514 KB

english, 2015

6

Supply Chain Network Redesign with Demand and Price Uncertainty

Jahani, Hamed, Abbasi, Babak, Alavi Fard, Farzad, Talluri, Srinivas (Sri)

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 907 KB

english, 2018

7

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

Farzad Alavi Fard, Ning Rong

Journal:

Annals of Finance

Year:

2014

Language:

english

File:

PDF, 369 KB

english, 2014

8

Pricing ruin‐contingent life annuity under stochastic volatility

Rong, Ning, Alavi Fard, Farzad

Journal:

The Journal of Risk Finance

Year:

2012

Language:

english

File:

PDF, 174 KB

english, 2012

9

Risk measures and behaviors for bonds under stochastic interest rate models

Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung

Journal:

Mathematical and Computer Modelling

Year:

2012

Language:

english

File:

PDF, 444 KB

english, 2012

10

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

Fard, Farzad Alavi, Siu, Tak Kuen

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 494 KB

english, 2013

11

Pricing participating policies under the Meixner process and stochastic volatility

Shanahan, Brett, Alavi Fard, Farzad, van der Hoek, John

Journal:

Scandinavian Actuarial Journal

Year:

2016

Language:

english

File:

PDF, 2.47 MB

english, 2016

12

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

Arvaneh, Reza, Fard, Amir Azizzadeh, Bazyari, Amin, Alavi, Seyed Mehdi, Abnavi, Farzad Jokar

Journal:

Korean Journal of Chemical Engineering

Year:

2019

Language:

english

File:

PDF, 457 KB

english, 2019

13

Forecasting spikes in electricity return innovations

Tafakori, Laleh, Pourkhanali, Armin, Fard, Farzad Alavi

Journal:

Year:

2018

Language:

english

File:

PDF, 6.33 MB

english, 2018

14

A utility adjusted newsvendor model with stochastic demand

Fard, Farzad Alavi, He, Jian, Ivanov, Dmitry, Jie, Ferry

Journal:

International Journal of Production Economics

Year:

2019

File:

PDF, 1.52 MB

2019

15

Measuring systemic risk using vine-copula

Pourkhanali, Armin, Kim, Jong-Min, Tafakori, Laleh, Fard, Farzad Alavi

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 2.97 MB

english, 2016

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