傅立叶级数展开对资本市场资产价值函数及其收益率分析的影响

L. Perelah, D. Iyai, A. U. Uchenna
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引用次数: 0

摘要

本文研究了傅里叶级数展开对随机微分方程(SDE)解的影响。资本投资回报率的价格函数的详细度量是定期得到的。给出了陈述数学命题的充分条件,并利用傅里叶级数展开进行了证明。将这些价格函数作为漂移(收益率)参数用于模型的求解,模型根据其命题遵循不同的模式。通过这种方法,得到了理想的完全解。最后,以图形方式展示了相关参数的影响,以供决策之用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The Impact of Fourier Series Expansion on the Analysis of Asset Value Function and its Return Rates for Capital Markets
The effect of Fourier series expansion on the solution of Stochastic Differential Equation (SDE) is considered herein. The detailed measures which govern price function of return rate for capital investments are obtained periodically. Sufficient conditions of stating mathematical propositions and proving it by means of Fourier series expansion are given. These price functions were used as drift (return rate) parameter in the solution of proposed model which follow various pattern according to their propositions. This way, the desired complete solutions were obtained.  Finally, the effects of the relevant parameters were demonstrated graphically for the purpose of decision making.
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