Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Perpetual Saah Andam"'
Publikováno v:
Applied Mathematics. :987-1000
The degree of variation of trading prices with respect to time is volatility-measured by the standard deviation of returns. We present the estimation of stochastic volatility from the stochastic differential equation for evenly spaced data. We indica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1ff3c964bfc97b8496b7ff9d947fb81
https://doi.org/10.4236/am.2017.87077
https://doi.org/10.4236/am.2017.87077
Publikováno v:
Journal of Mathematical Finance. :633-656
Investors find it difficult to determine the movement of prices of stock due to volatility. Empirical evidence has shown that volatility is stochastic which contradicts the Black-Scholes framework of assuming it to be constant. In this paper, stochas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f40f906685fafa391f7768a15f2433a
https://doi.org/10.4236/jmf.2017.73033
https://doi.org/10.4236/jmf.2017.73033
Autor:
Joseph Ackora-Prah, Fidelis Nyame Oheneba-Osei, Perpetual Saah Andam, Daniel Gyamfi, Samuel Asante Gyamerah
Publikováno v:
Applied Mathematical Sciences. 9:6707-6722
A project report submitted to the Department Of Mathematics, Kwame Nkrumah University of Science and Technology, Kumasi, in partial fulfillment of the requirements for the degree of Master of Philosophy In Applied Mathematics, 2015
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::338ff5b0b64ade33fa30ca8ee221aa1b
https://doi.org/10.12988/ams.2015.59563
https://doi.org/10.12988/ams.2015.59563
Autor:
Eric Adu Sakyi, Daniel Gyamfi, Robert Kofi Acquah, Yao Elikem Ayekple, Joseph Ackora-Prah, Perpetual Saah Andam
Publikováno v:
Advances in Pure Mathematics. :155-161
We revise some mathematical morphological operators such as Dilation, Erosion, Opening and Closing. We show proofs of our theorems for the above operators when the structural elements are partitioned. Our results show that structural elements can be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::176de885b4378001d50844a2ef637a00
https://doi.org/10.4236/apm.2015.54019
https://doi.org/10.4236/apm.2015.54019
Publikováno v:
Applied Mathematical Sciences. 8:3215-3227
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc980cf8cc5e29a58381df85ee0eb963
https://doi.org/10.12988/ams.2014.43203
https://doi.org/10.12988/ams.2014.43203
Publikováno v:
Applied Mathematical Sciences. 8:7137-7147
In this paper, we present a real life application of Pattern Search (PS) as a heuristic algorithm for the selection of an optimal portfolio of the Ghana Stock Exchange (GSE) market. Practical constraint (boundary and cardinality) model was formulated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fd6dcb623661649dc5be24afa12aabc
https://doi.org/10.12988/ams.2014.46425
https://doi.org/10.12988/ams.2014.46425