Search Results - "Alazemi, Fares" :: K.UTB vyhledávací portál

Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency

by Es-Sebaiy, Khalifa, Alazemi, Fares, Al-Foraih, Mishari
Published in Journal of inequalities and applications (26.04.2023)

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Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation

by Es-Sebaiy, Khalifa, Al-Foraih, Mishari, Alazemi, Fares
Published in Fractal and fractional (01.12.2021)

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$Statistical inference for nonergodic weighted fractional Vasicek models$

Statistical inference for nonergodic weighted fractional Vasicek models

by Es-Sebaiy, Khalifa, Al-Foraih, Mishari, Alazemi, Fares
Published in Modern Stochastics: Theory and Applications (01.03.2021)

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Combination Synchronization of Fractional Systems Involving the Caputo–Hadamard Derivative

by Nagy, Abdelhameed M., Makhlouf, Abdellatif Ben, Alsenafi, Abdulaziz, Alazemi, Fares
Published in Mathematics (Basel) (01.11.2021)

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New Kolmogorov bounds in the CLT for random ratios and applications

by Es-Sebaiy, Khalifa, Alazemi, Fares
Published in Chaos, solitons and fractals (01.04.2024)

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$Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment$

Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment

by Alsenafi, Abdulaziz, Alazemi, Fares, Najafi, Alireza
Published in Journal of computational and applied mathematics (01.01.2025)

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$Parameter estimation for the complex fractional Ornstein–Uhlenbeck processes with Hurst parameter H∈(0,12)$

Parameter estimation for the complex fractional Ornstein–Uhlenbeck processes with Hurst parameter H∈(0,12)

by Alazemi, Fares, Alsenafi, Abdulaziz, Chen, Yong, Zhou, Hongjuan
Published in Chaos, solitons and fractals (01.11.2024)

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$A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis$

A spectral approach using fractional Jaiswal functions to solve the mixed time-fractional Black-Scholes European option pricing model with error analysis

by Alazemi, Fares, Alsenafi, Abdulaziz, Najafi, Alireza
Published in Numerical algorithms (20.03.2024)

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An efficient algorithm to solve the geometric Asian power option price PDE under the stochastic volatility model

by Alsenafi, Abdulaziz, Alazemi, Fares, Alavi, Javad
Published in Numerical algorithms (23.03.2024)

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Non-Fourier computations of heat and mass transport in nanoscale solid-fluid interactions using the Galerkin finite element method

by Alsenafi, Abdulaziz, Alazemi, Fares, Nawaz, M.
Published in International journal of numerical methods for heat & fluid flow (04.09.2024)

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Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM Western Hub Real-Time Peak market

by Alazemi, Fares, Alsenafi, Abdulaziz, Najafi, Alireza
Published in Computational & applied mathematics (01.06.2024)

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Efficient and superefficient estimators of filtered Poisson process intensities

by Alazemi, Fares, Es-Sebaiy, Khalifa, Ouknine, Youssef
Published in Communications in statistics. Theory and methods (03.04.2019)

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Least Squares Type Estimation for Discretely Observed Non-Ergodic Gaussian Ornstein-Uhlenbeck Processes

by Es-Sebaiy, Khalifa, Alazemi, Fares, Al-Foraih, Mishari
Published in Acta mathematica scientia (01.07.2019)

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BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES

by Zervos, Mihail, Johnson, Timothy C., Alazemi, Fares
Published in Mathematical finance (01.07.2013)

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LEAST SQUARES TYPE ESTIMATION FOR DISCRETELY OBSERVED NON-ERGODIC GAUSSIAN ORNSTEIN-UHLENBECK PROCESSES

by Khalifa ES-SEBAIY, Fares ALAZEMI, Mishari AL-FORAIH
Published in 数学物理学报（英文版） (2019)

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New Kolmogorov bounds in the CLT for random ratios and applications

by Es-Sebaiy, Khalifa, Alazemi, Fares
Year of Publication 03.12.2023

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$Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)$

Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)

by Alazemi, Fares, Alsenafi, Abdulaziz, Chen, Yong, Zhou, Hongjuan
Year of Publication 25.06.2024

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New Kolmogorov bounds in the CLT for random ratios and applications

by Khalifa Es-Sebaiy, Alazemi, Fares
Published in arXiv.org (03.12.2023)

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Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency

by Es-Sebaiy, Khalifa, Alazemi, Fares, Al-Foraih, Mishari
Year of Publication 18.11.2022

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$Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)$

Parameter Estimation for the Complex Fractional Ornstein-Uhlenbeck Processes with Hurst parameter H \in (0, 1/2)

by Alazemi, Fares, Alsenafi, Abdulaziz, Chen, Yong, Zhou, Hongjuan
Published in arXiv.org (26.06.2024)

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