APPLICATION OF TRIANGULAR FUNCTIONS FOR SOLVING VASICEK MODEL

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SADATI Z.; MALEKNEJAD KH.

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Journal Paper

Paper Information

Journal: Journal of Linear and Topological Algebra Year:2015 | Volume:4 | Issue:3 Page(s): 173-182

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Information Journal Paper

Title

APPLICATION OF TRIANGULAR FUNCTIONS FOR SOLVING VASICEK MODEL

Author(s)

SADATI Z. | MALEKNEJAD KH. | Issue Writer Certificate

Keywords

TRIANGULAR FUNCTIONS

STOCHASTIC OPERATIONAL MATRIX

VASICEK MODEL

COLLOCATION METHOD

Abstract

This paper introduces a numerical method for solving the VASICEK MODEL by using a STOCHASTIC OPERATIONAL MATRIX based on the TRIANGULAR FUNCTIONS (TFs) in combination with the COLLOCATION METHOD. The method is stated by using conversion the the VASICEK MODEL to a stochastic nonlinear system of 2m+2 equations and 2 m+2 unknowns. Finally, the error analysis and some numerical examples are provided to demonstrate applicability and accuracy of this method.

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References

A DIRECT METHOD FOR NUMERICALLY SOLVING INTEGRAL EQUATIONS SYSTEM USING ORTHOGONAL TRIANGULAR FUNCTIONS

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APA: Copy

SADATI, Z., & MALEKNEJAD, KH.. (2015). APPLICATION OF TRIANGULAR FUNCTIONS FOR SOLVING VASICEK MODEL. JOURNAL OF LINEAR AND TOPOLOGICAL ALGEBRA, 4(3), 173-182. SID. https://sid.ir/paper/335632/en

Vancouver: Copy

SADATI Z., MALEKNEJAD KH.. APPLICATION OF TRIANGULAR FUNCTIONS FOR SOLVING VASICEK MODEL. JOURNAL OF LINEAR AND TOPOLOGICAL ALGEBRA[Internet]. 2015;4(3):173-182. Available from: https://sid.ir/paper/335632/en

IEEE: Copy

Z. SADATI, and KH. MALEKNEJAD, “APPLICATION OF TRIANGULAR FUNCTIONS FOR SOLVING VASICEK MODEL,” JOURNAL OF LINEAR AND TOPOLOGICAL ALGEBRA, vol. 4, no. 3, pp. 173–182, 2015, [Online]. Available: https://sid.ir/paper/335632/en

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