2024
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model.
Ann. Oper. Res., March, 2024

2022
Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach.
Math. Methods Oper. Res., 2022

A fuzzy multifactor asset pricing model.
Ann. Oper. Res., 2022

2021
S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes.
New Math. Nat. Comput., 2021

On two dominances of fuzzy variables based on a parametrized fuzzy measure and application to portfolio selection with fuzzy return.
Ann. Oper. Res., 2021

2020
The First Moments and Semi-Moments of Fuzzy Variables Based on an Optimism-Pessimism Measure with Application for Portfolio Selection.
New Math. Nat. Comput., 2020

2017
Characterization of order dominances on fuzzy variables for portfolio selection with fuzzy returns.
J. Oper. Res. Soc., 2017

2014
Generalized Integral Transforms with the Homotopy Perturbation Method.
J. Math. Model. Algorithms Oper. Res., 2014

2010
Sharp estimates for the CDF of quadratic forms of MPE random vectors.
J. Multivar. Anal., 2010

2008
Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options.
Comput. Stat. Data Anal., 2008

2003
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors
CoRR, 2003