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)

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)

Modelling default dependence in automotive supply networks using vine-copula. - Farzad Alavifard (Int. J. Prod. Res., 2019)

Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants. - Farzad Alavifard; Dmitry A. Ivanov 001; Jian He (Int. Trans. Oper. Res., 2020)