نتایج جستجو برای: fractional black schole

تعداد نتایج: 200570  

Journal: :iranian journal of oil & gas science and technology 2014
maryam ghorbani mohammad reza khorsand mohsen masihi

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...

Journal: :sahand communications in mathematical analysis 0
dinesh kumar department of mathematics & statistics, jai narain vyas university, jodhpur - 342005, india.

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...

Journal: :computational methods for differential equations 0
mohammadreza ahmadi darani shahrekord university. mitra nasiri shahrekord university.

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.

Journal: :Fractal and fractional 2022

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...

Journal: :Nucleation and Atmospheric Aerosols 2021

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...

Journal: :Fractal and fractional 2022

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...

Journal: :international journal of industrial mathematics 2014
a. r. haghighi m. pourmahmood aghababa m. roohi

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...

Journal: :bulletin of the iranian mathematical society 0
m. behroozifar department of mathematics‎, ‎faculty of basic sciences‎, ‎babol noshirvani university of technology‎, ‎babol‎, ‎mazandaran‎, ‎iran. f. ahmadpour department of mathematics‎, ‎faculty of basic sciences‎, ‎babol noshirvani university of technology‎, ‎babol‎, ‎mazandaran‎, ‎iran.

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...

A. Ur Rehman, Gh. Farid, M. Zahra,

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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