Estimate of the parameters of the stochastic differential equations. Balck-scholes model

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dc.contributor.authorKhaldi, Khaled
dc.contributor.authorMedahi, Samia
dc.date.accessioned2024-07-12T20:51:34Z
dc.date.available2024-07-12T20:51:34Z
dc.date.issued2009en_US
dc.departmentFakülteler, İnsan ve Toplum Bilimleri Fakültesi, Matematik Bölümüen_US
dc.description.abstractIn 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.en_US
dc.identifier.citationKhaldi, K. ve Medahi, S. (2009). Estimate of the parameters of the stochastic differential equations. Balck-scholes model. Maltepe Üniversitesi. s. 226.en_US
dc.identifier.endpage227en_US
dc.identifier.isbn9.78605E+12
dc.identifier.startpage226en_US
dc.identifier.urihttps://hdl.handle.net/20.500.12415/2431
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.snmzKY07796
dc.titleEstimate of the parameters of the stochastic differential equations. Balck-scholes modelen_US
dc.typeConference Object
dspace.entity.typePublication

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