Title of article
A new methodology to estimate constant elasticity of variance
Author/Authors
Beiranvand, Ali Faculty of Mathematical Sciences - University of Tabriz - Tabriz, Iran , Ivaz, Karim Faculty of Mathematical Sciences - University of Tabriz - Tabriz, Iran , Beiranvand, Hamzeh Department of Electrical Engineering - Lorestan University - Khoramabad - Lorestan, Iran
Pages
10
From page
1059
To page
1068
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 con- structed based on the approximate density function. Then, to estimate the parameters, some optimization algorithms will be applied.
Keywords
Finance , Constant elasticity of variance , Likelihood function , Particle swarm algorithm , General relativity search algorithm , Nelder-Mead algorithm
Journal title
Computational Methods for Differential Equations
Serial Year
2021
Record number
2666584
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