The Impact of Fourier Series Expansion on the Analysis of Asset Value Function and its Return Rates for Capital Markets
Loko, Onewunmi Perelah,
Davies, Iyai,
Amadi, Innocent Uchenna
Abstract: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 proposition… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.