Pure and Applied Mathematics Journal

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Volume 9, Issue 3, June 2020

  • A New Analysis of Approximate Solutions for Numerical Integration Problems with Quadrature-based Methods

    Mir Md. Moheuddin, Muhammad Abdus Sattar Titu, Saddam Hossain

    Issue: Volume 9, Issue 3, June 2020
    Pages: 46-54
    Received: 4 May 2020
    Accepted: 9 June 2020
    Published: 20 June 2020
    DOI: 10.11648/j.pamj.20200903.11
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    Abstract: In this paper, we mainly propose the approximate solutions to solve the integration problems numerically using the quadrature method including the Trapezoidal method, Simpson’s 1/3 method, and Simpson’s 3/8 method. The three proposed methods are quite workable and practically well suitable for solving integration problems. Through the MATLAB progra... Show More
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  • Investor’s Optimal Strategy with and Without Transaction Cost Under Ornstein-Uhlenbeck and Constant Elasticity of Variance (CEV) Models Via Exponential Utility Maximization

    Silas Abahia Ihedioha, Nanle Tanko Danat, Audu Buba

    Issue: Volume 9, Issue 3, June 2020
    Pages: 55-63
    Received: 5 June 2020
    Accepted: 20 June 2020
    Published: 4 July 2020
    DOI: 10.11648/j.pamj.20200903.12
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    Abstract: In this work, we studied the optimal investment problem of an investor who had exponential utility preference and traded two assets; (1) a risky asset which price dynamics was governed by the Constant Elasticity of variance (CEV) model and (2) a risk-free asset which price system followed the Ornstein-Uhlenbeck model. We employed the maximum princi... Show More
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  • Some Separate Quasi-Asymptotics Properties of Multidimensional Distributions and Application

    Nenad Stojanovic

    Issue: Volume 9, Issue 3, June 2020
    Pages: 64-69
    Received: 17 June 2020
    Accepted: 3 July 2020
    Published: 13 July 2020
    DOI: 10.11648/j.pamj.20200903.13
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    Abstract: Quasi-asymptotic behavior of functions as a method has its application in observing many physical phenomena which are expressed by differential equations. The aim of the asymptotic method is to allow one to present the solution of a problem depending on the large (or small) parameter. One application of asymptotic methods in describing physical phe... Show More
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