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...

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...

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...