Farzad Alavi Fard

According to our database, Farzad Alavi Fard authored at least 4 papers between 2012 and 2020.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2020

Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants.

Farzad Alavifard, Dmitry A. Ivanov, Jian He

Int. Trans. Oper. Res., 2020

2019

Modelling default dependence in automotive supply networks using vine-copula.

Farzad Alavifard

Int. J. Prod. Res., 2019

2018

A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process.

Farzad Alavi Fard, Armin Pourkhanali, Malick Sy

Algorithmic Finance, 2018

2012

Risk measures and behaviors for bonds under stochastic interest rate models.

Na Song, Tak Kuen Siu, Farzad Alavi Fard, Wai-Ki Ching, Eric S. Fung

Math. Comput. Model., 2012