Browsing by Subject "Jumps, Models, Diffusion and Bernoulli Mathematics Subject Classification: Primary 97K80, Secondary 97M30, 97K60, 91B26, 60G57"

Now showing items 1-2 of 2

    • Jumps in the Kenyan Interest Rates 

      Apaka Rangita, Silas N Onyango, Omolo Ongati, Otula Nyakinda (INTERNATIONAL JOURNAL OF MULTIDISCIPLINARY SCIENCES AND ENGINEERING, 2014-11-11)
      — In this paper, we use the Bernoulli Jump Diffusion (BJD) process to test for the existence and probability of jumps in the Kenyan interest rates. We test these using the Maximum Likelihood Estimation (MLE) method on ...

    • Supply, Demand, Equilibrium, Deterministic, Stochastic, Logistic and Differential Equations 

      Apaka Rangita, Silas N Onyango, Omolo Ongati, Otula Nyakinda (INTERNATIONAL JOURNAL OF MULTIDISCIPLINARY SCIENCES AND ENGINEERING, 2014)
      In this paper, we use the Bernoulli Jump Diffusion (BJD) process to test for the existence and probability of jumps in the Kenyan interest rates. We test these using the Maximum Likelihood Estimation (MLE) method on the ...