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Volatility Estimation Using European-Logistic Brownian Motion with Jump Diffusion Process
(International Journal of Mathematics And its Applications, 2020)
Volatility is the measure of how we are uncertain about the future of stock or asset prices. Black-Scholes model formed the foundation of stock or asset pricing. However, some of its assumptions like constant volatility ...
Lie Symmetry Analysis of Modified Diffusive Predator-prey Competition System of Equations
(International Journal Of Multidisciplinary Sciences And Engineering, 2020-03)
The predator-prey equations were developed and used by Lotka and Volterra to analyze the dynamics of biological systems in which two species interact, one as a predator and the other as prey [3]. Several attempts have been ...
Relative Efficiency of Sum Constructed Automorphic Symmetric Balanced Incomplete Block Designs
(ResearchGate, 2020)
Several construction methods have been introduced to build the elements of BIBDs’ for specific parameters, with different techniques suggested for testing their existence, still no general technique to determine the ...
Sum Construction of Automorphic Symmetric Balanced Incomplete Block Designs
(International Journal of Scientific Research in Mathematical and Statistical Sciences, 2020-08)
In this study Sum construction method of automorphic symmetric balanced incomplete block designs has been presented in details. Efficiency of a test design used in the Sum construction of automorphic symmetric balanced ...
A Combination of Dividend and Jump Diffusion Process on Heston Model in Deriving Black Scholes Equation
(International Journal of Statistics and Applied Mathematics, 12/10/2021)
The reality that exists in a stock market situation is that assets do pay dividend to owners of assets or derivative securities. Dupire, Derman and Kani built an option pricing process with a dividend yielding diffusion ...
Roles of Local Governance Institutions and Promotion of Urban Agriculture Practices in Western Kenya
(International Journal of Sciences: Basic and Applied Research (IJSBAR), 2020)
The role of local government institution and especially institutional structures and political culture often shape government performance including livelihood supporting activities such as Urban Agriculture (UA). The ...
Formulating Black Scholes Equation Using a Jump Diffusion Heston’s Model
(International Journal of Statistics and Applied Mathematics, 12/7/2021)
In modern financial mathematics, accurate values are obtained by taking into account a considerable number of more realistic assumptions in logistic Black Scholes equation. The aspects considered here are cost of transactions ...
Fixed Points Approximation for Non Expansive Operators in Hilbert Spaces
(Int. J. Open Problems Compt. Math, 2/2/2021)
Approximations of fixed points have been done in different space and classes. However, characterizations in norm attainable classes remain interesting. This paper discusses approximation of nonexpansive operators in Hilbert ...
Derivation of Black Scholes Equation Using Heston’s Model with Dividend Yielding Asset
(International Journal of Statistics and Applied Mathematics, 12/5/2021)
Black Scholes formula is crucial in modern applied finance. Since the introduction of Black – Scholes concept model that assumes volatility is constant; several studies have proposed models that address the shortcomings ...
Thinking Through the Crisis of Intra-Party Democracy in Kenya: Reflections on Kenyatta's KANU Leadership (1963-1978)
(Journal of Historical Studies, 2021)
Purpose: This paper explores the tripodic relation in Kenya from 1963 to 1978 between party leadership, intra-party crisis, and democratic consolidation. Methodology: It relies on the collection and analysis of primary and ...