Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Louis Aime Fono"'
Publikováno v:
Applied Mathematical Sciences. 15:667-683
Autor:
Louis Aime Fono, Eric Djeutcha
Publikováno v:
Applied Mathematical Sciences. 15:369-376
Autor:
Louis Aime Fono, Eric Djeutcha
Publikováno v:
Applied Mathematical Sciences. 15:377-384
Publikováno v:
European Journal of Pure and Applied Mathematics. 12:448-468
This paper focuses on a mixed fractional version of Heston model in which the volatility Brownian and price Brownian are replaced by mixed fractional Brownian motion with the Hurst parameter $H\in(\frac{3}{4},1)$ so that the model exhibits the long r
Les PME constituent une composante principale du tissu économique camerounais. Cependant, le phénomène de rationnement dont elles sont victimes sur le marché du crédit à cause de leur vulnérabilité les obligent à se tourner vers des financem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f2c6b3cad2435cff69fea467a90bf32
Publikováno v:
PLoS ONE, Vol 19, Iss 10, p e0309832 (2024)
This study presents a novel multi-stage hierarchical approach to optimize key selection on virtual keyboards using eye gaze. Existing single-stage selection algorithms have difficulty with distant keys on large interfaces. The proposed technique divi
Externí odkaz:
https://doaj.org/article/e747a00f38f0499588fb11f260b01c58
Publikováno v:
Journal of Mathematics Research. 11:76
This study deals with the arbitrage problem on the financial market when the underlying asset follows a mixed fractional Brownian motion. We prove the existence and uniqueness theorem for the mixed geometric fractional Brownian motion equation. The s
Publikováno v:
Results in Applied Mathematics, Vol 7, Iss , Pp 100125- (2020)
In this paper, we study the problem of optimal fishing for regime switching in the growth dynamics of a given fish species which is described by the differential stochastic logistic model with two states: prior or during floods and after. The resulti
Externí odkaz:
https://doaj.org/article/c4a47880662641b781dc6ae43946be21
Autor:
Irina Georgescu, Louis Aimé Fono
Publikováno v:
Mathematics, Vol 7, Iss 8, p 669 (2019)
Possibilistic risk theory starts from the hypothesis that risk is modeled by fuzzy numbers. In particular, in a possibilistic portfolio choice problem, the return of a risky asset will be a fuzzy number. The expected utility operators have been intro
Externí odkaz:
https://doaj.org/article/93bd399839234524bc77cf10b25e85fa
Publikováno v:
International Journal of Mathematics and Mathematical Sciences, Vol 2009 (2009)
We establish, by means of a large class of continuous t-representable intuitionistic fuzzy t-conorms, a factorization of an intuitionistic fuzzy relation (IFR) into a unique indifference component and a family of regular strict components. This resul
Externí odkaz:
https://doaj.org/article/6ca87aae078d48d78be4be53291e5a43