{"title":"The Impact of Fourier Series Expansion on the Analysis of Asset Value Function and its Return Rates for Capital Markets","authors":"L. Perelah, D. Iyai, A. U. Uchenna","doi":"10.9734/arjom/2023/v19i7681","DOIUrl":null,"url":null,"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 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.","PeriodicalId":281529,"journal":{"name":"Asian Research Journal of Mathematics","volume":"52 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Asian Research Journal of Mathematics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.9734/arjom/2023/v19i7681","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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 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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