|
|
|
|
application of triangular functions for solving the vasicek model
|
|
|
|
|
|
|
|
نویسنده
|
sadati z. ,maleknejad kh.
|
|
منبع
|
journal of linear and topological algebra - 2015 - دوره : 4 - شماره : 3 - صفحه:173 -182
|
|
چکیده
|
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 vasicek model to a stochastic nonlinear system of 2m+2 equations and 2m+2 unknowns. finally, the error analysis and some numerical examples are provided to demonstrate applicability and accuracy of this method.
|
|
کلیدواژه
|
triangular functions ,stochastic operational matrix ,vasicek model ,collocation method
|
|
آدرس
|
islamic azad university, khomein branch, department of mathematics, iran, islamic azad university, khomein branch, department of mathematics, iran
|
|
پست الکترونیکی
|
zahra_sadati47@yahoo.com
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|