Zobrazeno 1 - 10
of 166
pro vyhledávání: '"Kazem Nouri"'
Publikováno v:
Mathematics and Modeling in Finance, Vol 4, Iss 1, Pp 127-145 (2024)
This paper investigates the complexities surrounding uncertain portfolio selection in cases where security returns are not well-represented by historical data. Uncertainty in security returns is addressed by treating them as uncertain variables. Port
Externí odkaz:
https://doaj.org/article/76a05d9f6bd14988a3ccd43b4a500db1
Publikováno v:
AIMS Mathematics, Vol 8, Iss 2, Pp 2576-2590 (2023)
In the present study, we provide a new approximation scheme for solving stochastic differential equations based on the explicit Milstein scheme. Under sufficient conditions, we prove that the split-step (α,β)-Milstein scheme strongly convergence to
Externí odkaz:
https://doaj.org/article/958ce9c439764bebab0bc9d93102b6d7
Publikováno v:
Mathematics Interdisciplinary Research, Vol 7, Iss 3, Pp 281-299 (2022)
This study concentrated on the numerical solution of a nonlinear Volterra integral equation. The approach is accorded to a type of orthogonal wavelets named the Chebyshev cardinal wavelets. The undetermined solution is extended concerning the Chebysh
Externí odkaz:
https://doaj.org/article/d3845c51b0af4f5883b48e26253062d0
Publikováno v:
Alexandria Engineering Journal, Vol 60, Iss 6, Pp 5521-5526 (2021)
We propose new numerical methods with adding a modified ordinary differential equation solver to the Milstein methods for solution of stiff stochastic systems. We study a general form of stochastic differential equations so that the Ginzburg-Landau e
Externí odkaz:
https://doaj.org/article/0d2eefc847aa4195a36277ed05be84d9
Publikováno v:
AIMS Mathematics, Vol 6, Iss 6, Pp 5750-5761 (2021)
In this paper, we consider discretely monitored double barrier option based on the Black-Scholes partial differential equation. In this scenario, the option price can be computed recursively upon the heat equation solution. Thus we propose a numerica
Externí odkaz:
https://doaj.org/article/5059c1ed73784794b6329de33ff8b716
Publikováno v:
Advances in Difference Equations, Vol 2020, Iss 1, Pp 1-13 (2020)
Abstract This paper proposes a new effective pseudo-spectral approximation to solve the Sylvester and Lyapunov matrix differential equations. The properties of the Chebyshev basis operational matrix of derivative are applied to convert the main equat
Externí odkaz:
https://doaj.org/article/0f18591d9b6f45af868a8f9f5d9e0698
Publikováno v:
Symmetry, Vol 14, Iss 11, p 2413 (2022)
We introduce two approaches by modifying split-step exponential schemes to study stochastic differential equations. Under the Lipschitz condition and linear-growth bounds, it is shown that our explicit schemes converge to the solution of the correspo
Externí odkaz:
https://doaj.org/article/637ed6c3a8db461ba2ae27f60a20e2f7
Autor:
Samir H. Barghout, Ahmed Aman, Kazem Nouri, Zachary Blatman, Karen Arevalo, Geethu E. Thomas, Neil MacLean, Rose Hurren, Troy Ketela, Mehakpreet Saini, Moustafa Abohawya, Taira Kiyota, Rima Al-Awar, Aaron D. Schimmer
Publikováno v:
JCI Insight, Vol 6, Iss 5 (2021)
TAK-243 is a first-in-class inhibitor of ubiquitin-like modifier activating enzyme 1 that catalyzes ubiquitin activation, the first step in the ubiquitylation cascade. Based on its preclinical efficacy and tolerability, TAK-243 has been advanced to p
Externí odkaz:
https://doaj.org/article/d082e4930596459b8898e21f8ca1f16d
Publikováno v:
Fractal and Fractional, Vol 5, Iss 3, p 70 (2021)
In this paper, by means of the second Chebyshev wavelet and its operational matrix, we solve a system of fractional-order Volterra–Fredholm integro-differential equations with weakly singular kernels. We estimate the functions by using the wavelet
Externí odkaz:
https://doaj.org/article/fcdd760da85c467c92fa0bf743d64493
Publikováno v:
Reproductive Biology and Endocrinology, Vol 15, Iss 1, Pp 1-4 (2017)
Abstract We correlated Anti-Mullerian hormone (AMH) levels and other parameters for ovarian reserve to the gestational age at the time of pregnancy loss in women with idiopathic recurrent miscarriage. In a retrospective study, 79 patients had suffere
Externí odkaz:
https://doaj.org/article/9179a24dfea74be3bf71fee3e3e83d50