درخت حوزه‌های تخصصی

Every company should think about producing new goods, the production of alternative goods is necessary in order to stabilize the level of sales or new sales; Customers also want new products, and if the company neglects to do so, competitors will certainly do so. Therefore, the present article seeks to provide a model appropriate to the conditions of gas refining companies for product development. In this study, the qualitative research method has been used as a grand theory; Using theoretical sampling and theoretical saturation, 20 experts of gas refining companies (Parsian, South Pars, Fajr Jam) were interviewed. Based on the basic theory, the data were analyzed in three stages of coding (open, axial and selective) using MAXQDA software. In the open coding phase, the data were labeled conceptually and then those that were common to each other were named into a category; the obtained categories were 43 categories. In the central coding stage, logical relationships were found between the categories and the obtained categories were included in the open coding under more general categories; finally, in the selective coding stage, all categories were summarized in one main category. The main category of the research was named "Interfering factors in new product development". The final result of this research, according to the researcher's attention and reflection on the details of the process of each of the three refining companies, is to provide an existing common model for all three companies and also to provide a common desired model for all three companies. In the open coding phase, the data was labeled conceptually and then those that were common to each other were named into a category; The obtained categories were 43 categories. In the central coding stage, logical relationships were found between the categories and the obtained categories were included in the open coding under more general categories; Finally, in the selective coding stage, all categories were summarized in one main category. The main category of the research was named "Interfering factors in new product development". The final result of this research, according to the researcher's attention and reflection on the details of the process of each of the three refining companies studied, providing a common model for all three companies and also providing a common model for all three companies.

Studying stock options is still a pristine area of research in the Iranian capital market. This is due to the lack of data as well as the complexity of valuation methodologies. In the present paper, using the Monte-Carlo simulation, we have estimated the value of stock options traded on Tehran Stock Exchange and examined whether the use of a control variate or antithetic variate augmented methods can lower the standard error of estimates. Furthermore, the estimated values of the three models under consideration, including crude Monte-Carlo, control variates augmented Monte-Carlo, and antithetic variates augmented Monte-Carlo are compared with each other and with options market prices. The results show that the standard error of the antithetic variate method is less than the crude method and control variate method. However, the control variate augmented Monte-Carlo model is more powerful than the crude Monte-Carlo and antithetic variate augmented Monte-Carlo method. Therefore, we can conclude that the control variate augmented Monte-Carlo model has a better performance in estimating the value of trading stock options and its estimated values are closer to the market prices.

In this article, at first standard linear Black-Scholes model and then some nonlinear Black-Scholes models will be considered and thereupon alternating direction explicit (ADE) method is applied firstly for solving the standard Black-Scholes model and then for Barles and Soner model which is one of the most complete and comprehensive nonlinear Black-Scholes models. Furthermore, the stability of this method has been considered and its accuracy will be compared with other numerical methods such as finite difference methods. Since in solving nonlinear Black-Scholes models by the ADE methods, we need to solve only some scalar nonlinear equations instead of a full nonlinear system of equations that we should solve in implicit methods, so this method can be a suitable choice for solving such models.