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<ArticleSet>
<Article>
<Journal>
				<PublisherName>University of Tabriz</PublisherName>
				<JournalTitle>Computational Methods for Differential Equations</JournalTitle>
				<Issn>2345-3982</Issn>
				<Volume>9</Volume>
				<Issue>4</Issue>
				<PubDate PubStatus="epublish">
					<Year>2021</Year>
					<Month>10</Month>
					<Day>01</Day>
				</PubDate>
			</Journal>
<ArticleTitle>A new methodology to estimate constant elasticity of variance</ArticleTitle>
<VernacularTitle></VernacularTitle>
			<FirstPage>1059</FirstPage>
			<LastPage>1068</LastPage>
			<ELocationID EIdType="pii">12147</ELocationID>
			
<ELocationID EIdType="doi">10.22034/cmde.2020.27563.1369</ELocationID>
			
			<Language>EN</Language>
<AuthorList>
<Author>
					<FirstName>Ali</FirstName>
					<LastName>Beiranvand</LastName>
<Affiliation>Faculty of Mathematical Sciences,
University of Tabriz, Tabriz, Iran.</Affiliation>

</Author>
<Author>
					<FirstName>Karim</FirstName>
					<LastName>Ivaz</LastName>
<Affiliation>Faculty of Mathematical Sciences,
University of Tabriz, Tabriz, Iran.</Affiliation>

</Author>
<Author>
					<FirstName>Hamzeh</FirstName>
					<LastName>Beiranvand</LastName>
<Affiliation>Department of Electrical Engineering,
Lorestan University, Khoramabad, Lorestan, Iran.</Affiliation>

</Author>
</AuthorList>
				<PublicationType>Journal Article</PublicationType>
			<History>
				<PubDate PubStatus="received">
					<Year>2018</Year>
					<Month>05</Month>
					<Day>25</Day>
				</PubDate>
			</History>
		<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.</Abstract>
		<ObjectList>
			<Object Type="keyword">
			<Param Name="value">Finance, Constant elasticity of variance</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Likelihood function</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Particle swarm algorithm</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">General relativity search algorithm</Param>
			</Object>
			<Object Type="keyword">
			<Param Name="value">Nelder-Mead algorithm</Param>
			</Object>
		</ObjectList>
<ArchiveCopySource DocType="pdf">https://cmde.tabrizu.ac.ir/article_12147_ffef7bcc89eda6c48118e9a391b5216f.pdf</ArchiveCopySource>
</Article>
</ArticleSet>
