نتایج جستجو برای: fractional black
تعداد نتایج: 200567 فیلتر نتایج به سال:
in this paper, we prove the existence and uniqueness results to the random fractional functional differential equations under assumptions more general than the lipschitz type condition. moreover, the distance between exact solution and appropriate solution, and the existence extremal solution of the problem is also considered.
Fractional pebbling is a generalization of black-white pebbling introduced recently. In this reasearch paper we solve an open problem by proving a tight lower bound on the pebble weight required to fractionally pebble a balanced d-ary tree of height h. This bound has close ties with branching programs and the separation of P from NL.
We study the branching program complexity of the tree evaluation problem, introduced in [BCM+09a] as a candidate for separating NL from LogCFL. The input to the problem is a rooted, balanced dary tree of height h, whose internal nodes are labelled with d-ary functions on [k] = {1, . . . , k}, and whose leaves are labelled with elements of [k]. Each node obtains a value in [k] equal to its d-ary...
the complex-step derivative approximation is applied to compute numerical derivatives. in this study, we propose a new formula of fractional complex-step method utilizing jumarie definition. based on this method, we illustrated an approximate analytic solution for the fractional cauchy-euler equations. application in image denoising is imposed by introducing a new fractional mask depending on s...
The aim of this paper is to present a stochastic model that accounts for the effects of a long-memory in volatility on option pricing. The starting point is the stochastic Black-Scholes equation involving volatility with long-range dependence. We consider the option price as a sum of classical Black-Scholes price and random deviation describing the risk from the random volatility. By using the ...
The Black-Scholes equation is a partial differential that can model the European call option price problem. This be of order natural numbers or fractional. aim this paper to find solution fractional equation. method used solutions these equations Natural decomposition method. Two numerical examples are presented in paper. results show effective and easy use solve
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