1.A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques

作　　者：Farshid Mehrdoust ;Kianoush Fathi Vajargah

出　　处：Journal of Mathematical Finance. 2012 ;2(2):195-198.doi:10.4236/jmf.2012.22021

出版社：Scientific Research Publishing

文章 ID：87884769

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2.Determining the optimum confidence interval based on the hybrid Monte Carlo method and its application in financial calculations

作　　者：Kianoush Fathi Vajargah

出　　处：International Journal of Advanced Statistics and Probability. 2015 ;3(1):8-14.doi:10.14419/ijasp.v3i1.3773

出版社：Journal of Advanced Computer Science & Technology

文章 ID：182394577

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3.Stochastic differential equations and comparison of financial models with levy process using Markov chain Monte Carlo (MCMC) simulation

作　　者：Kianoush Fathi Vajargah

出　　处：International Journal of Advanced Statistics and Probability. 2015 ;3(1):35-42.doi:10.14419/ijasp.v3i1.4066

出版社：Journal of Advanced Computer Science & Technology

文章 ID：182394580

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4.Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach

作　　者：Kianoush Fathi Vajargah ;Hossein Eslami Mofid Abadi ;Ebrahim Abbasi

出　　处：Advances in Mathematical Finance and Applications. 2021 ;6(3):1-20.doi:10.22034/amfa.2020.1902265.1446

出版社：Islamic Azad University of Arak

文章 ID：1032161724

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	Kianoush Fathi Vajargah	4篇
	Ebrahim Abbasi	1篇
	Farshid Mehrdoust	1篇
	Hossein Eslami Mofid Abadi	1篇

	International Journal of Advanced Statistics and Probability	2篇
	Advances in Mathematical Finance and Applications	1篇
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