Advances in Mathematical Finance and Applications - Articles List

1. Introduction of New Risk Metric using Kernel Density Estimation Via Linear Diffusion

Articles in Press, Accepted Manuscript, Available Online from 26 August 2020

10.22034/amfa.2020.1896210.1397

Ahmad Darestani Farahani; Ahmad Miri Lavasani; hamidreza kordlouie; Ghodratallah Talebnia

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2. Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process

Volume 5, Issue 4, Autumn 2020, Pages 449-467

10.22034/amfa.2020.674944

Maryam Tahmasebi; Gholam Hossein Yari

Advances in Mathematical Finance and Applications

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