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Publikováno v:
Statistics and Its Interface. 15:63-71
Publikováno v:
Journal of Mathematics and Statistics Studies. 2:01-11
A new stochastic diffusion process based on Generalized Brody curve is proposed. Such a process can be considered as an extension of the nonhomogeneous lognormal diffusion process. From the corresponding Itô’s stochastic differential equation (SDE
Weather Effect on both US and UK Stock Markets: Does weather affect US versus UK Islamic equities returns? What are the Channels of Impact?&rsquo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::610ba731b99432b20cc611d590b82237
Autor:
Boujemaa Achchab, Rida Ahroum
Publikováno v:
Journal of Islamic Accounting and Business Research. 8:406-419
PurposeParticipatory contracts reflect the true spirit of Islamic finance. However, these contracts face several challenges during their implementation. This is reflected by the low volume of contracts processed by Islamic banks and the low number of
Publikováno v:
International Journal of Computing Science and Mathematics. 12:239
In this paper we present a numerical method for solving the European options (call and put) using the Black-Scholes model. The numerical method considered is based on the SPH method. SPH is one of the most popular and efficient numerical schemes used
Publikováno v:
International Journal of Mathematical Modelling and Numerical Optimisation. 10:28
In this paper, we propose a numerical method to solve the European and the American options by using the SPH method. Because its robustness and efficacy, this numerical method has been widely applied in the computation of partial differential equatio
Publikováno v:
International Journal of Computational Methods. 17:1950043
In this paper, the meshless smoothed particle hydrodynamic (SPH) method is applied for solving the Black–Scholes model for European and American options, which are governed by a generalized Black–Scholes partial differential equation. We use the
Publikováno v:
Comptes Rendus Mathematique. 336:95-100
In this Note, we show that a modified and simplified version of the estimator of Bank–Weiser can be used to define a robust a posteriori error estimator for singularly perturbed problem. We prove without comparison with a residual estimator or satu
Publikováno v:
Computer Methods in Applied Mechanics and Engineering. 184:39-47
In this paper we develop and analyse a new a posteriori error estimator for general Friedrichs' systems valid for most classical finite element approximations. This error estimator is based on comparison between an appropriate norm of the exact error