نتایج جستجو برای: fractional black schole

تعداد نتایج: 200570  

Journal: :international journal of nonlinear analysis and applications 2015
sabrina taf kamel brahim

fractional calculus is the field of mathematical analysis which deals with the investigation and applications of integrals and derivatives of arbitrary order.the purpose of this work is to use hadamard fractional integral to establish some new integral inequalities of gruss type by using one or two parameters which ensues four main results . furthermore, other integral inequalities of reverse m...

Journal: :sahand communications in mathematical analysis 0
hassan kamil jassim department of mathematics, faculty of education for pure sciences, university of thi-qar, nasiriyah, iraq.

in this paper, we apply the local fractional laplace transform method (or yang-laplace transform) on volterra integro-differential equations of the second kind within the local fractional integral operators to obtain the analytical approximate solutions. the iteration procedure is based on local fractional derivative operators. this approach provides us with a convenient way to find a solution ...

Journal: :sahand communications in mathematical analysis 2015
vajiheh vafaei hossein kheiri mohammad javidi

‎in this paper, we investigate the chaotic behaviors of the fractional-order permanent magnet synchronous motor (pmsm) system. the necessary condition for the existence of chaos in the fractional-order pmsm system is deduced and an active controller is developed based on the stability theory for fractional systems. the presented control scheme  is simple and flexible, and it is suitable both fo...

Journal: :sahand communications in mathematical analysis 0
somayeh nemati department of mathematics, faculty of mathematical sciences, university of mazandaran, babolsar, iran.

in this paper, we consider the second-kind chebyshev polynomials (skcps) for the numerical solution of the fractional optimal control problems (focps). firstly, an introduction of the fractional calculus and properties of the shifted skcps are given and then operational matrix of fractional integration is introduced. next, these properties are used together with the legendre-gauss quadrature fo...

Journal: :Mathematical Problems in Engineering 2023

The fractional Black–Scholes model has had limited applications in financial markets. Instead, the time-fractional equation attracted much research interest. However, it is difficult to obtain analytic expression for American option pricing under model. This paper will present an operator-splitting method price options partial differential complementarity problem (FPDCP) that satisfied split in...

In this paper, a new numerical method for solving the fractional Riccati differential  equation is presented. The fractional derivatives are described in the Caputo sense. The method is based upon  fractional-order Bernoulli functions approximations. First, the  fractional-order Bernoulli functions and  their properties are  presented. Then, an operational matrix of fractional order integration...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید