[EN] This paper provides a comprehensive probabilistic analysis of a full randomization of approximate SIR-type epidemiological models based on discrete-time Markov chain formulation. The randomization is performed by ...

[EN] The classical kinetic equation has been broadly used to describe reaction and deactivation processes in chemistry. The mathematical formulation of this deterministic nonlinear differential equation depends on reaction ...

[EN] In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first probability density function and second ...

[EN] We randomize the following class of linear differential equations with delay, x(tau)' (t) = ax(tau) (t) bx(tau) (t -tau), t> 0, and initial condition, x(tau )(t) = g(t), -tau <= t <= 0, by assuming that coefficients ...

[EN] The random variable transformation technique is a powerful method to determine the probabilistic solution for random differential equations represented by the first probability density function of the solution stochastic ...

[EN] In this paper the randomized Cauchy-Euler differential equation is studied. With this aim, from a statistical point of view, both the first and second probability density functions of the solution stochastic process ...

[ES] En este Trabajo Final de Máster (TFM), se estudiará una versión avanzada del Modelo Estocástico Log-Normal, basado en un proceso estocástico denominado Movimiento Browniano Geométrico, para una acción de la compañía ...

En este artículo docente se estudian un tipo de estrategias inversora denominada ¿diferenciales de precios alcistas¿ que involucran, a su vez, dos tipos de productos derivados, las opciones de compra (o call) y de venta ...

En este trabajo se muestra una relación fundamental entre el precio de un contrato de futuro y las primas de una opción de compra europea y una opción de venta europea, todos ellos sobre un mismo subyacente y un mismo ...