Author

Khaldi Khaled

2 articles in our journals

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Research ArticleOpen accessEstimation of the Parameters of the Stochastic Differential Equations Black-Scholes Model Share Price of GoldKhaldi Khaled, Meddahi SamiaProblem statement: The estimation of the parameters is one of main problems of the dynamic models in many scientific fields and particularly in economics and finance. In this study, we examine the techniques of estimation of the parameters of the Black-Scholes model. These techniques are based on the function of probability. Approach: The two estimations are based on the likelihood … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 24 Dec 2010 · 7,711 accessesView PDF Cite

Research ArticleOpen accessMarkov Property of the Solution of the Stochastic Generalized EquationsKhaldi KhaledSome models of probabilities are described by generalized stochastic equations. These models (like that prediction) lead to the resolution of boundary problems for random distributions (generalized equations). We are interested in the equation in Lx = f in S ⊂ IRd where L is a linear operator, f is a random distribution and to the class of boundary conditions on … …Journal of Mathematics and Statistics, Vol. 3, Issue 3 · 30 Sep 2007 · 6,885 accessesView PDF Cite