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Hossein Jafari
ORCID
Publication Activity (10 Years)
Years Active: 2018-2023
Publications (10 Years): 4
Top Topics
Market Data
Maximum A Posteriori Estimation
Long Range Dependence
Brownian Motion
Top Venues
New Math. Nat. Comput.
Fuzzy Sets Syst.
Symmetry
J. Intell. Fuzzy Syst.
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Publications
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Hossein Jafari
,
Ghazaleh Rahimi
Short-Time Behavior in Arithmetic Asian Option Price Under a Stochastic Volatility Model with Jumps.
New Math. Nat. Comput.
19 (3) (2023)
Hossein Jafari
,
Marek T. Malinowski
Symmetric Fuzzy Stochastic Differential Equations Driven by Fractional Brownian Motion.
Symmetry
15 (7) (2023)
Hossein Jafari
Sensitivity of option prices via fuzzy Malliavin calculus.
Fuzzy Sets Syst.
434 (2022)
Hossein Jafari
,
Hamed Farahani
,
Mahmoud Paripour
Fuzzy Malliavin derivative and linear Skorohod fuzzy stochastic differential equation.
J. Intell. Fuzzy Syst.
35 (2) (2018)