نتایج جستجو برای: fractional black schole
تعداد نتایج: 200570 فیلتر نتایج به سال:
the performance of water flooding can be investigated by using either detail numerical modeling or simulation, or simply through the analytical buckley-leverett (bl) model. the buckley-leverett analytical technique can be applied to one-dimensional homogeneous systems. in this paper, the impact of heterogeneity on water flooding performance and fractional flow curve is investigated. first, a ba...
the object of this paper is to establish certain generalized fractional integration and differentiation involving generalized mittag-leffler function defined by salim and faraj [25]. the considered generalized fractional calculus operators contain the appell's function $f_3$ [2, p.224] as kernel and are introduced by saigo and maeda [23]. the marichev-saigo-maeda fractional calculus operat...
in this paper we introduce a type of fractional-order polynomials basedon the classical chebyshev polynomials of the second kind (fcss). also we construct the operationalmatrix of fractional derivative of order $ gamma $ in the caputo for fcss and show that this matrix with the tau method are utilized to reduce the solution of some fractional-order differential equations.
The Black–Scholes option pricing model is one of the most significant achievements in modern investment science. However, many factors are constantly fluctuating actual financial market pricing, such as risk-free interest rate, stock price, underlying and security price volatility may be inaccurate real world. Therefore, it great practical significance to study fractional fuzzy model. In this p...
Financial theory can incorporate fractional differential equation, which provides new concepts and methods for theoret- ical analysis practical implementations. In this research, a numerical method to solve time Black-Scholes European option pricing model is developed applied using extended cubic B-spline Caputo derivative. The graphical results shows that the prices from proposed technique agr...
The inverse multiquadric radial basis function (RBF), which is one of the most important functions in theory RBFs, employed on an adaptive mesh points for pricing a fractional Black–Scholes partial differential equation (PDE) based modified RL derivative. To solve this problem, discretization along space carried out non-uniform grid order to focus hot area, at initial condition model, i.e., pay...
this paper concerns the problem of robust stabilization of uncertain fractional-order non-autonomous systems. in this regard, a single input active control approach is proposed for control and stabilization of three-dimensional uncertain fractional-order systems. the robust controller is designed on the basis of fractional lyapunov stability theory. furthermore, the effects of model uncertainti...
comparative study on solving fractional differential equations via shifted jacobi collocation method
in this paper, operational matrices of riemann-liouville fractional integration and caputo fractional differentiation for shifted jacobi polynomials are considered. using the given initial conditions, we transform the fractional differential equation (fde) into a modified fractional differential equation with zero initial conditions. next, all the existing functions in modified differential equ...
Fej'{e}r Hadamard inequality is generalization of Hadamard inequality. In this paper we prove certain Fej'{e}r Hadamard inequalities for $k$-fractional integrals. We deduce Fej'{e}r Hadamard-type inequalities for Riemann-Liouville fractional integrals. Also as special case Hadamard inequalities for $k$-fractional as well as fractional integrals are given.
The aim of this work is to describe the qualitative behavior of the solution set of a given system of fractional differential equations and limiting behavior of the dynamical system or flow defined by the system of fractional differential equations. In order to achieve this goal, it is first necessary to develop the local theory for fractional nonlinear systems. This is done by the extension of...
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