Financial Research Journal - Articles List

Keywords = Stochastic volatility

Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model

Volume 25, Issue 4, 2023, Pages 577-595

10.22059/frj.2023.357704.1007451

Mohammad Reza Haddadi; Hossein Nasrollahi

Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility

Volume 25, Issue 2, 2023, Pages 275-299

10.22059/frj.2022.350231.1007402

Moslem Nilchi; Daryush Farid

Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise

Volume 23, Issue 3, 2021, Pages 404-418

10.22059/frj.2021.314584.1007105

Mina Mohammadi; Parisa Nabati

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