نتایج جستجو برای: fractional black schole
تعداد نتایج: 200570 فیلتر نتایج به سال:
effects of formulation parameters on the fractional release profile of diclofenac sodium from matrices having the manufacturing formulation ingredients are studied. as a content of cetyl alcohol (rate controlling agent) in the matrix increases, the fractional release decreases. the fractional release increases either by increasing sucrose content outside the granule or by decreasing sucrose con...
In this paper, a modern method is presented to solve a class of fractional optimal control problems (FOCPs) indirectly. First, the necessary optimality conditions for the FOCP are obtained in the form of two fractional differential equations (FDEs). Then, the unknown functions are approximated by the hybrid functions, including Bernoulli polynomials and Block-pulse functions based o...
A universal approach by Laplace transform to the variational iteration method for fractional derivatives with the nonsingular kernel is presented; in particular, the Caputo-Fabrizio fractional derivative and the Atangana-Baleanu fractional derivative with the non-singular kernel is considered. The analysis elaborated for both non-singular kernel derivatives is shown the necessity of considering...
In this paper, we investigate the numerical valuation of European and American options under time fractional Black-Scholes model. We first apply a coordinate stretching transformation to asset price so that spatial region can focus on vicinity singularities, which are usually found in payoff function. The radial basis function finite difference method is used for discretization, improved L1 dea...
PURPOSE To present a HOmologous Black-Bright-blood and flexible Interleaved imaging (HOBBI) sequence for dynamic contrast-enhanced magnetic resonance imaging (MRI) of the vessel wall. THEORY AND METHODS A HOBBI sequence is proposed to acquire high-spatial-resolution black-blood and high-temporal-resolution bright-blood dynamic contrast-enhanced images in an interleaved fashion. Black-blood im...
With the availability of the large database of black-hole transients from the Rossi X-Ray Timing Explorer, the observed phenomenology has become very complex. The original classification of the properties of these systems in a series of static states sorted by mass accretion rate proved not to be able to encompass the new picture. I outline here a summary of the current situation and show that ...
in this paper, we introduce a family of fractional-order chebyshev functions based on the classical chebyshev polynomials. we calculate and derive the operational matrix of derivative of fractional order $gamma$ in the caputo sense using the fractional-order chebyshev functions. this matrix yields to low computational cost of numerical solution of fractional order differential equations to the ...
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