Modeling of Tehran Stock Exchange Overall Index by Heston Stochastic Differential Equation by Abdolsadeh Neisy, Moslem Peymany

Subjects: “…Keywords: Stochastic Differential Equations; Heston Model; Fokker–Planck Equation; Gauss-Hermite Method; Value at Risk…”
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Modeling of Tehran Stock Exchange Overall Index by Heston Stochastic Differential Equation by Abdolsadeh Neisy, Moslem Peymany

Subjects: “…stochastic differential equations…”
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Forecasting Inflation based on Stochastic Differential Equations and Alternative Models (A Comparative Study) by Ahmad Molabahrami, Hassan Khodavaisi, Reza Hossaini

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Modeling Uncertainty of Iran’s Oil by Mean Reverting Stochastic Process by Seyyed Komeil Tayyebi, Rahaman Khoshakhlagh, Maryam Farahani

Subjects: “…Uncertainty; Mean Reverting Stochastic Process; Stochastic Differential Equation mpan…”
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A Statistical Study of two Diffusion Processes on Torus and Their Applications by M Rahimi, M Golalizazdedh

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Forecasting West Texas Intermediate Crude Oil Price: Stochastic Differential Approach by ramin khochiani, younes nademi

Subjects: “…stochastic differential equations…”
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Weak Multilevel Path Simulation for Jump-Diffusion Assets by Azadeh Ghasemifard, Mohammad Taghi Jahandideh

Subjects: “…numerical solution of stochastic differential equations (sde)…”
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Pricing Sukuk of Mushurakah Ventures Using its Expected Return; (A case study of Iran OTC) by Rafie Hasani Moghaddam

“…In this paper, the Mushurakah bonds (Sukuk) pricing model using expected return in the form of a stochastic differential equation is presented and this stochastic differential model is transformed into a partial differential equation using the self-financing basket and then solved by numerical finite difference method. …”
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Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process by Navideh Modarresi, Saeid Rezakhah, Shirin Shoaee

“…The Levy-driven CARMA process described as the unique solution of some stochastic differential equation [5].  It is known that these family of CARMA processes are stationary or asymptotic stationary. …”
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Haar Wavelet Method for Series Expansion of Fractional Wiener Integral

“…Thus, finding an accurate and efficient numerical method for solving stochastic differential equations, and stochastic integral equations is important. …”
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Provincial Oil Budget Allocation based on a Stochastic Optimal Control Model by Hadi Rahmani Fazli, Abbas Arabmazar

“…Accordingly, different models of stochastic differential equations and stochastic optimal control for modeling oil price and petroleum budgets allocation in different years are proposed. …”
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