Estimation of stochastic differential equations with applications in finance

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dc.contributor.authorSali, J. A.
dc.contributor.authorAghajani, K.
dc.date.accessioned2024-07-12T20:56:16Z
dc.date.available2024-07-12T20:56:16Z
dc.date.issued2009en_US
dc.departmentMaltepe Üniversitesi, İnsan ve Toplum Bilimleri Fakültesien_US
dc.description.abstractIn this note, we will present a new simple method for constructing the approximate solutions of nonlinear stochastic differential equations (sde). We shall consider solutions w : [0, T] × R d 7? R to the following problem.en_US
dc.identifier.citationSali, J. A. ve Aghajani, K. (2009). Estimation of stochastic differential equations with applications in finance. Maltepe Üniversitesi. s. 212.en_US
dc.identifier.endpage213en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage212en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2944
dc.language.isoenen_US
dc.publisherMaltepe Üniversitesien_US
dc.relation.ispartofInternational Conference of Mathematical Sciencesen_US
dc.relation.publicationcategoryUluslararası Konferans Öğesi - Başka Kurum Yazarıen_US
dc.rightsCC0 1.0 Universal*
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.rights.urihttp://creativecommons.org/publicdomain/zero/1.0/*
dc.snmzKY07668
dc.titleEstimation of stochastic differential equations with applications in financeen_US
dc.typeConference Object
dspace.entity.typePublication

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