نتایج جستجو برای: fractional black schole
تعداد نتایج: 200570 فیلتر نتایج به سال:
As a black hole in a binary spirals in gradually from large separation, energy and angular momentum flow not only to infinity but also into or out of the hole. In addition, the hole’s horizon area increases slowly during this process. In this paper, the changes in the black hole’s mass, spin, and horizon area during inspiral are calculated for a hole in a circular binary with a companion body o...
Abstract In the paper, a fractional-order RLC circuit is presented. The realized by using capacitor. This carbon black dispersed in polymeric matrix. Simulation results are compared with experimental data, confirming suitability of applying this new device circuital implementation systems.
In the finance market, it is well known that price change of underlying fractal transmission system can be modeled with Black-Scholes equation. This article deals finding approximate analytic solutions for time-fractional equation fractional integral boundary condition a European option pricing problem in Katugampola derivative sense. It generalizes both Riemann–Liouville and Hadamard derivativ...
in this paper, a technique generally known as meshless numerical scheme for solving fractional dierential equations isconsidered. we approximate the exact solution by use of radial basis function(rbf) collocation method. this techniqueplays an important role to reduce a fractional dierential equation to a system of equations. the numerical results demonstrate the accuracy and ability of this me...
the present study aims at indicating the existence and uniqueness result of system in extended colombeaualgebra. the caputo fractional derivative is used for solving the system of odes. in addition, rieszfractional derivative of colombeau generalized algebra is considered. the purpose of introducing rieszfractional derivative is regularizing it in colombeau sense. we also give a solution to a n...
In this paper, we study measurement of sensitivity for changes of violations in the aspiration level for the fuzzy multiobjective linear fractional programming problem. c © 2001 Elsevier Science B.V. All rights reserved.
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are discussed. Introduction The Black-Scholes-Merton model for option prices is an ...
in this article, we develop the distributed order fractional hybrid differential equations (dofhdes) with linear perturbations involving the fractional riemann-liouville derivative of order $0 < q < 1$ with respect to a nonnegative density function. furthermore, an existence theorem for the fractional hybrid differential equations of distributed order is proved under the mixed $varphi$-lipschit...
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Verifying the no-hair property of massive compact objects with intermediate-mass-ratio inspirals in advanced gravit...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید