in this paper, the pricing of a european call option on the underlying asset is performed by using a monte carlo method, one of the powerful simulation methods, where the price development of the asset is simulated and value of the claim is computed in terms of an expected value. the proposed approach, applied in monte carlo simulation, is based on the black-scholes equation which generally def...

In this paper we describe a method for modeling the dynamic behavior of splashing fluids. The model simulates the behavior of a fluid when objects impact or float on its surface. The forces generated by the objects create waves and splashes on the surface of the fluid. To demonstrate the realism and limitations of the model, images from a computergenerated animation are presented and compared w...

ADMIRE REBUS is a dynamic simulation of the international market for green electricity. It pays explicit attention to trade barriers, discriminative support policies, risks and other imperfections that are inherent to a market in transition. The model matches national supply curves (based on costs and potentials) with policy-based demand curves in a way that takes into account the discriminativ...

Dynamic Simulation provides analysis tools for Autodesk Inventor Professional software users that allow a thorough evaluation of product performance in 3D. Dynamic Simulation provides animation, kinematics evaluation of paths and positions, and dynamic analysis to review timing and determine forces. By enhancing the virtual prototype, Dynamic Simulation streamlines the design process and provid...

this paper proposes a control strategy for a cable-suspended robot based on sliding mode approach (smc) which is faced to external disturbances and parametric uncertainties. this control algorithm is based on lyapunov technique which is able to provide the stability of the end-effecter during tracking a desired path with an acceptable precision. the main contribution of the paper is to calculat...

this work deals with effects of asymmetric stiffness on the dynamic behaviour of the rotor system. the analysis is presented through an extended lagrangian hamiltonian mechanics on the asymmetric rotor system, where symmetries are broken in terms of the rotor stiffness. the complete dynamics of asymmetries of rotor system is investigated with a case study. in this work, a mathematical model is ...

in this paper, a new field oriented control scheme with maximum torque for permanent magnet hysteresis synchronous (pmhs) motor has been presented. vector control method provides significant improvement to the dynamic performance of ac motors but in this method d- axis current is controlled such as the ratio of motor torque to motor current is a maximum, then the dynamic performance will be ver...

collateralized mortgage obligations are derivatives securities based on mortgage loans which issued in different maturities, interest rates and credit ratings. in iran attention to decision authorities for the first time allowed iran melli bank and maskan bank to issue this kind of securities. one of the main questions in issuing this kind of securities is maximizing the issuer profit by choosi...