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Beiranvand, Ali, Ivaz, Karim, Beiranvand, Hamzeh. (1400). A new methodology to estimate constant elasticity of variance. سامانه مدیریت نشریات علمی, 9(4), 1059-1068. doi: 10.22034/cmde.2020.27563.1369
Ali Beiranvand; Karim Ivaz; Hamzeh Beiranvand. "A new methodology to estimate constant elasticity of variance". سامانه مدیریت نشریات علمی, 9, 4, 1400, 1059-1068. doi: 10.22034/cmde.2020.27563.1369
Beiranvand, Ali, Ivaz, Karim, Beiranvand, Hamzeh. (1400). 'A new methodology to estimate constant elasticity of variance', سامانه مدیریت نشریات علمی, 9(4), pp. 1059-1068. doi: 10.22034/cmde.2020.27563.1369
Beiranvand, Ali, Ivaz, Karim, Beiranvand, Hamzeh. A new methodology to estimate constant elasticity of variance. سامانه مدیریت نشریات علمی, 1400; 9(4): 1059-1068. doi: 10.22034/cmde.2020.27563.1369

A new methodology to estimate constant elasticity of variance

Computational Methods for Differential Equations
مقاله 9، دوره 9، شماره 4، دی 2021، صفحه 1059-1068    اصل مقاله (115.7 K)
نوع مقاله: Research Paper
شناسه دیجیتال (DOI): 10.22034/cmde.2020.27563.1369
نویسندگان
Ali Beiranvand* 1؛ Karim Ivaz1؛ Hamzeh Beiranvand2
1Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran.
2Department of Electrical Engineering, Lorestan University, Khoramabad, Lorestan, Iran.
چکیده
This paper introduces a novel method for estimation of the parameters of the constant elasticity of variance model. To do this, the likelihood function will be constructed based on the approximate density function. Then, to estimate the parameters, some optimization algorithms will be applied.
کلیدواژه‌ها
Finance, Constant elasticity of variance؛ Likelihood function؛ Particle swarm algorithm؛ General relativity search algorithm؛ Nelder-Mead algorithm
مراجع
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