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    Estimate of the parameters of the stochastic differential equations. Balck-scholes model
    (Maltepe Üniversitesi, 2009) Khaldi, Khaled; Medahi, Samia
    In this paper, one treats the techniques of estimate of the parameters of the Black - Scholes model. These techniques are based on the function of probability. The ”discrete” method considers the function of density of transition from the process of diffusion normal log. The second method proposes the estimate of the parameters of the model via the observation of the time of first passage of the process through a constant terminal of which the density is known. One treats an application of the action Toyota MTR.