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Toplam kayıt 3, listelenen: 1-3
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 ...
On the 3-Parameter Spatial Motions in Lorentzian 3-Space
(UNIV NIS, FAC SCI MATH, PO BOX 224, VISEGRADSKA 33, NIS, 18000, SERBIA MONTENEG, 2018)
In this paper, we obtain the formulas of the volume element and the volume of the region which is determined in the fixed space by any fixed point of the moving space under the 3-parameter spatial motions in Lorentzian ...
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. ...