List of Articles Black-Scholes Open Access Article Abstract Page Full-Text 1 - A new approach to using the cubic B-spline functions to solve the Black-Scholes equation Hossein Aminikhah Seyyed Javad Alavi Open Access Article Abstract Page Full-Text 2 - Analyzing the investment strategies on option contract based on the Black-Scholes model-evidence from the gold coin option contracts in Iran mercantile exchange Mahdie Amiri Akbar Mirzapour Bit o Allah Akbari Moghadam Open Access Article Abstract Page Full-Text 3 - Pricing of Options Portfolio Based on Market Information Content Mohsen rezaeeyan narges yazdanian alireza mirarab neda farahbakhsh 10.30495/jfksa.2023.22612 Open Access Article Abstract Page Full-Text 4 - Studying the relationship between default risk and momentum effect: based on evidence from firms listed on Tehran stock exchange Mir Feiz Fallah Sham Maysam Ahmadvand Hadi Khajezadeh Dezfuli Open Access Article Abstract Page Full-Text 5 - Survey of Efficiency Levy Process in Pricing Options Seyed Ali Nabavi Chashmi Raziye Bahramzade Open Access Article Abstract Page Full-Text 6 - A hybrid model based on three-tier approach to predict corporate default Mohammad javad Sadehvand Hashem nikoomaram Hasan Ghalibaf Asl Mir feiz Fallah shams Open Access Article Abstract Page Full-Text 7 - Bankruptcy Detection in Different Time Horizons Based on Macroeconomic and Firm Factors and Distance to Default Based on Black and Scholes Pricing Model Mostafa Rezaei REZA TEHRANI seyed mojtaba mirlohi, Open Access Article Abstract Page Full-Text 8 - Barrier options pricing of fractional version of the Black-Scholes model M. A. Mohebbi ‎Ghandehari‎ M. ‎Ranjbar‎ Open Access Article Abstract Page Full-Text 9 - Economic Appraisal of Investment Projects in Solar Energy under Uncertainty via Fuzzy Real Option Approach (Case Study: a 2-MW Photovoltaic Plant in South of Isfahan, Iran) Mohammad Mashhadizadeh Mohsen Dastgir Soheil Salahshour 10.22034/amfa.2019.574157.1116 Open Access Article Abstract Page Full-Text 10 - Optimization of the Black-Scholes Equation with the Numerical Method of Local Expansion to Minimize Risk Coverage Amirreza Keyghobadi Shadan Behzadi Fatemeh Gervei 10.22034/amfa.2020.579396.1140 Open Access Article Abstract Page Full-Text 11 - Alternating Direction Explicit Method for a Nonlinear Model in Finance Sima Mashayekhi 10.22034/amfa.2021.1918952.1540 Open Access Article Abstract Page Full-Text 12 - Evaluating the distance to default of banks: banks admitted to the stock exchange Ghader Mohamad pour aghdam teymor mohammadi mehdid adibpour 10.30495/eco.2023.1973613.2711 Open Access Article Abstract Page Full-Text 13 - Experimental investigation of the Black Scholes pricing model in Tehran Stock Exchange call option transactions Koresh Nasiri Gholamreza Askarzadeh 10.30495/fed.2023.707979 Open Access Article Abstract Page Full-Text 14 - The effect of value of small-volume transactions on the TEDPIX of Iran Reza Fallah-Moghaddam Saman Babaie-Kafaki 10.30495/fed.2024.709379 Open Access Article Abstract Page Full-Text 15 - Evaluation of Residential Project With Option to Delay Hanzaleh Fendereski Shapour Mohammadi Ali Foroush Bastani Reza Raei Open Access Article Abstract Page Full-Text 16 - Survey on fractional Black-scholes with hurst exponent on European option with transaction cost Morteza Rahmani Nahid Jafarian Open Access Article Abstract Page Full-Text 17 - Studying the Relationship between Default Risk and Corporate Governance Indicators (Using the Black-Scholes-Merton Option Pricing Model) Mir Feiz Fallah Shams Maysam Ahmadvand Hadi Khajezadeh Dezfuli Open Access Article Abstract Page Full-Text 18 - Numerical solution of the time-fractional Black-Scholes equation for European double barrier option with time-dependent parameters under the CEV model Maryam Rezaei AhmadReza Yazdanian
