Journal of Mathematical Modeling - Articles List

Keywords = dynamic programming

Portfolio optimization under regime-switching with market path-dependent returns

Volume 13, Issue 3, July 2025, Pages 497-518

10.22124/jmm.2025.28912.2571

Reza Keykhaei

Pricing American option under exponential Levy Jump-diffusion model using Random Forest instead of least square regression

Volume 11, Issue 2, July 2023, Pages 229-244

10.22124/jmm.2022.21756.1909

Mohamed Maidoumi; Mehdi Zahid; Boubker Daafi

Journal of Mathematical Modeling

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