TY - JOUR
ID - 12147
TI - A new methodology to estimate constant elasticity of variance
JO - Computational Methods for Differential Equations
JA - CMDE
LA - en
SN - 2345-3982
AU - Beiranvand, Ali
AU - Ivaz, Karim
AU - Beiranvand, Hamzeh
AD - Faculty of Mathematical Sciences,
University of Tabriz, Tabriz, Iran.
AD - Department of Electrical Engineering,
Lorestan University, Khoramabad, Lorestan, Iran.
Y1 - 2021
PY - 2021
VL - 9
IS - 4
SP - 1059
EP - 1068
KW - Finance, Constant elasticity of variance
KW - Likelihood function
KW - Particle swarm algorithm
KW - General relativity search algorithm
KW - Nelder-Mead algorithm
DO - 10.22034/cmde.2020.27563.1369
N2 - 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.
UR - https://cmde.tabrizu.ac.ir/article_12147.html
L1 - https://cmde.tabrizu.ac.ir/article_12147_ffef7bcc89eda6c48118e9a391b5216f.pdf
ER -