@article { author = {Beiranvand, Ali and Ivaz, Karim and Beiranvand, Hamzeh}, title = {A new methodology to estimate constant elasticity of variance}, journal = {Computational Methods for Differential Equations}, volume = {9}, number = {4}, pages = {1059-1068}, year = {2021}, publisher = {University of Tabriz}, issn = {2345-3982}, eissn = {2383-2533}, doi = {10.22034/cmde.2020.27563.1369}, abstract = {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.}, keywords = {Finance, Constant elasticity of variance,Likelihood function,Particle swarm algorithm,General relativity search algorithm,Nelder-Mead algorithm}, url = {https://cmde.tabrizu.ac.ir/article_12147.html}, eprint = {https://cmde.tabrizu.ac.ir/article_12147_ffef7bcc89eda6c48118e9a391b5216f.pdf} }