Farzad Alavi Fard

Publication Activity (10 Years)

Years Active: 2012-2018
Publications (10 Years): 1

Top Topics

Stochastic Processes

Top Venues

Math. Comput. Model.

Algorithmic Finance

Publications

Farzad Alavi Fard, Armin Pourkhanali, Malick Sy
A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process. Algorithmic Finance 7 (1-2) (2018)
Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung
Risk measures and behaviors for bonds under stochastic interest rate models. Math. Comput. Model. 56 (9-10) (2012)