Although the concept of symmetry is widely used in many fields, it is almost not discussed in
finance. This concept appears to be relevant in relation, for example, to mathematical …

In this paper, we prove a small time large deviation principle for a type of stochastic
differential delay equations. The key point is to translate small time asymptotic behavior …

The paper studies the convergence of the numerical solutions for pantograph stochastic
functional differential equations which was proposed in Wu et al.(2022)[16]. We also show …

Recently, stochastic differential equation (SDE) has been used for many applications in
option pricing models which satisfy the non-negativity. So, constructing new numerical …

This paper aims to present how to estimate a model parameter, namely the fixed rate of the
investment return in the stochastic delay difference equation in financial time series using …

This thesis focuses on delay in time series data. The first delay involves the m-delay
autoregressive model. This approach considers only the first and the last previous …

Recently, split-step techniques have been integrated with a Milstein scheme to improve the
fundamental analysis of numerical solutions of stochastic differential equations (SDEs) …