Showing 1 - 10 of 184
The present study first of all concerns the first and second law analyzes of an electrically conducting fluid past a rotating disk in the presence of a uniform vertical magnetic field, analytically via Homotopy Analysis Method (HAM), and then applies Artificial Neural Network (ANN) and Particle...
Persistent link: https://www.econbiz.de/10010811658
Option pricing under the Lévy process has been considered an important research direction in the field of financial engineering, where a closed-form expression for the standard European option is available due to the existence of analytically tractable characteristic function according to the...
Persistent link: https://www.econbiz.de/10010866368
Persistent link: https://www.econbiz.de/10010867554
In general, the pricing problems of exotic options in finance do not have analytic solutions under stochastic volatility and so it is hard to compute the option prices or at least it requires much of time to compute them. This paper investigates a semi-analytic pricing method for lookback...
Persistent link: https://www.econbiz.de/10010709066
In this paper, the homotopy analysis method (HAM) has been used to evaluate the efficiency of straight fins with temperature-dependent thermal conductivity and to determine the temperature distribution within the fin. The fin efficieny of the straight fins with temperature-dependent thermal...
Persistent link: https://www.econbiz.de/10011050542
We investigate a solution for the option pricing partial differential equation (PDE) in a market suffering from a financial crisis. The post-crash model assumes that the volatility is stochastic. It is an extension of the famous Black and Scholes model. Therefore, the option pricing PDE for the...
Persistent link: https://www.econbiz.de/10011084816
The closed greenhouse is an innovative concept in sustainable energy management. In principle, it is designed to maximize the utilization of solar energy through the seasonal storage. In a fully closed greenhouse, there is not any ventilation window. Therefore, the excess sensible and latent...
Persistent link: https://www.econbiz.de/10010678760
The Taylor vortex flow in the plain model with a constant temperature gradient effect was studied by experimental measurement, and the preliminary features of Taylor vortex flow affected by heat transfer process were obtained. This flow field in the plain model was also studied by numerical...
Persistent link: https://www.econbiz.de/10011200288
Planted roofs are passive cooling techniques that reduce the thermal load of buildings. In this paper, the authors have developed a model for evaluating the cooling potential of green roofs. Transfer equations are solved using a finite difference scheme and Thomas algorithm. The study was...
Persistent link: https://www.econbiz.de/10010804025
A detailed analysis and simulation of heat transfer of an evacuated tube for a solar-powered adsorption refrigerator, including inhomogeneous radiation heat transfer between its inner and outer tubes, two adjacent tubes in the group, the tube and back plate, sunlight reflection on back plate,...
Persistent link: https://www.econbiz.de/10010804488