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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 ...
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 ...
Jump Diffusion Logistic Brownian Motion with Dividend Yielding Asset
(International Journal of Mathematics And its Applications, 2021)
Jump diffusion processes have been used in modern finance to capture discontinuous behavior in asset pricing. Logistic Brownian motion for asset security prices shows that naturally asset security prices would not usually ...
Choi Matrices of 2-positive Maps on Positive Semidefinite Matrices
(Asian Research Journal of Mathematics, 4/27/2020)
Several investigations have been done on positive maps on their algebraic structures with more emphasis on completely positive maps. In this study we have described the structure of the Choi matrices for 2−positive maps ...