نتایج جستجو برای: Continuation Method
تعداد نتایج: 1645930 فیلتر نتایج به سال:
The problem of optimal economic operation of hydrothermal electric power systems is solved using powerful continuation method. While in conventional approach, fixed generation voltages are used to avoid convergence problems, in the proposed algorithm, they are treated as variables so that better solutions can be obtained. The algorithm is tested for a typical 5-bus and 17-bus New Zealand networ...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
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