This paper discusses the problem of capital budgeting in the situation where only some model parameters are well described by their past data and therefore are specified by random variables, whereas the remaining model parameters can hardly be predicted by historical data and therefore they are described by means of fuzzy variables. In order to be able to process such hybrid data, a model of th...

The first geometric-arithmetic index was introduced in the chemical theory as the summation of 2 du dv /(du  dv ) overall edges of the graph, where du stand for the degree of the vertex u. In this paper we give the expressions for computing the first geometric-arithmetic index of hexagonal systems and phenylenes and present new method for describing hexagonal system by corresponding a simple g...

This paper presents an analytical view of variance reduction by control variate technique for pricing arithmetic Asian options as a financial derivatives. In this paper, the effect of correlation between two random variables is shown. We propose an efficient method for choose suitable control in pricing arithmetic Asian options based on the control variates (CV). The numerical experiment shows ...

of dissertation. Moscow, 1967. Published as a manuscript. Inst. Istorii Estestvoznania i Tekhniki The rise of the theory of errors as a discipline belonging to experimental quantitative science is connected with the spectacular successes of instrumental astronomical observations of the 17 century and with the beginning of the epoch of meridian arc measurements (17 – 18 centuries). The advances ...

a graph that contains a hamiltonian cycle is called a hamiltonian graph. in this paper wecompute the first and the second geometric – arithmetic indices of hamiltonian graphs. thenwe apply our results to obtain some bounds for fullerene.

the treatise entitled “arithmetic in astronomy”, which is edited and commented upon in this paper, is part of an old manuscript collection preserved in the national library of bosnia and herzegovina. at the end of this treatise there are some phrases in arabic which show that the treatise was originally part of a persian book written by ʿalī al-qūshchī. this manuscript is, in fact, an abridged ...

performance evaluation of universities is an important issue between researchers. classic data envelopment analysis (dea) models with deterministic data have been used by many authors to measure efficiency of universities in different countries. however, dea with stochastic data are, rarely used to measure efficiency of universities. in this paper, input oriented model in stochastic data envelo...

The objective of this paper is twofold. Firstly, to derive time-fractional evolution equation modeling the No-Arbitrage premium Asian option (with arithmetic and geometric averages ) contingent upon an underlying asset that satisfies fractional stochastic differential equation, in a setting when strike price fixed floating. Secondly, we have computed four versions put-call parities for options,...