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Toplam kayıt 4, listelenen: 1-4
Parameter Estimation an a Black Scholes
(Vinča Institute of Nuclear Sciences, Belgrade, 2018-01-07)
In this paper we discuss parameter estimation in black scholes model. A non-parametric estimation method and well known maximum likelihood estimator are considered. Our aim is to estimate the unknown parameters for stochastic ...
Numerical methods for simulation of stochastic differential equations
(Advances in Difference Equations, 2018-01-15)
In this paper we are concerned with numerical methods to solve stochastic
differential equations (SDEs), namely the Euler-Maruyama (EM) and Milstein methods.
These methods are based on the truncated Ito-Taylor expansion. ...
A Hermite Polynomial Approach for Solving the SIR Model of Epidemics
(MDPIST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2018)
In this paper, the problem of the spread of a non-fatal disease in a population is solved
by using the Hermite collocation method. Mathematical modeling of the problem corresponds to
a three-dimensional system of nonlinear ...
On Discrete Fractional Solutions of Non-Fuchsian Differential Equations
(MDPIST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, 2018)
In this article, we obtain new fractional solutions of the general class of non-Fuchsian
differential equations by using discrete fractional nabla operator ∇η
(0 < η < 1). This operator
is applied to homogeneous and ...