Abootaleb Shirvani
Cited by
Cited by
Multiple Subordinated Modeling of Asset Returns: Implications for Option Pricing
A Shirvani, ST Rachev, FJ Fabozzi
Econometric Reviews, 1-30, 2020
A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index
A Shirvani, D Volchenkov
Journal of Vibration Testing and System Dynamics 3 (3), 297-311, 2019
Equity premium puzzle or faulty economic modelling?
A Shirvani, SV Stoyanov, FJ Fabozzi, ST Rachev
Review of Quantitative Finance and Accounting 56 (4), 1329-1342, 2021
Stock Returns and Roughness Extreme Variations: A New Model for Monitoring 2008 Market Crash and 2015 Flash Crash
A Shirvani
Applied Economics and Finance 7 (3), 78-95, 2020
Option Pricing with Greed and Fear Factor: The Rational Finance Approach
A Shirvani, FJ Fabozzi, B Racheva-Iotova, S Rachev
Journal of Derivatives, 2021
Option pricing with mixed lévy subordinated price process and implied probability weighting function
A Shirvani, Y Hu, ST Rachev, FJ Fabozzi
Journal of Derivatives, 2020
A Socioeconomic Well-Being Index
AA Trindade, A Shirvani, X Ma
Applied Economics and Finance 7 (4), 48-62, 2020
Behavioral Finance--Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach
S Rachev, S Stoyanov, S Mittnik, FJ Fabozzi, A Shirvani, 2017
Option pricing in an investment risk-return setting
SV Stoyanov, ST Rachev, A Shirvani, FJ Fabozzi
Applied Economics 54 (14), 1625-1638, 2022
A natural disasters index
T Mahanama, A Shirvani, S Rachev
Environmental Economics and Policy Studies, 1-22, 2021
Option Pricing in Markets with Informed Traders
Y Hu, A Shirvani, S Stoyanov, YS Kim, FJ Fabozzi, ST Rachev
International Journal of Theoretical and Applied Finance, 2020
A New Set of Financial Instruments
A Shirvani, SV Stoyanov, ST Rachev, FJ Fabozzi
Frontiers in Applied Mathematics and Statistics 6, 60, 2020
A rational finance explanation of the stock predictability puzzle
A Shirvani, ST Rachev, FJ Fabozzi
arXiv preprint arXiv:1911.02194, 2019
Option pricing incorporating factor dynamics in complete markets
Y Hu, A Shirvani, WB Lindquist, FJ Fabozzi, ST Rachev
Journal of Risk and Financial Management 13 (12), 321, 2020
Reconciling Behavioral Finance and Rational Finance
A Shirvani, FJ Fabozzi, B Racheva-Iotova
Available at SSRN 3552403, 2020
Choosing the Right Return Distribution and the Excess Volatility Puzzle
A Shirvani, FJ Fabozzi
arXiv preprint arXiv:2001.08865, 2020
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Y Hu, WB Lindquist, ST Rachev, A Shirvani, FJ Fabozzi
Journal of Economic Dynamics and Control 137, 104345, 2022
An Unfair Coin of the Standard & PoorĘs 500
D Volchenkov, V Smirnov
Mathematical Methods in Modern Complexity Science, 13-31, 2022
Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes
A Shirvani, S Mittnik, WB Lindquist, ST Rachev
arXiv preprint arXiv:2109.15051, 2021
Global Index on Financial Losses due to Crime in the United States
T Mahanama, A Shirvani, S Rachev
Journal of Risk and Financial Management 14 (7), 315, 2021
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