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Qualitative phase portrait of modified Black–Scholes model

Expert Systems with Applications, 2010
A qualitative model is based on only three values - positive (increasing), zero (constant) and negative (decreasing). This paper gives a simplified interpretation of some basic concepts, to eliminate the necessity of an extensive study of qualitative reasoning. The generally accepted theory of option pricing is based on the Black-Scholes model.
Jiri Konecný   +2 more
openaire   +3 more sources

Phase portrait of the qutrit system

Physica Scripta
Abstract We investigate the structure of the Bloch space for the qutrit system by analyzing its properties and phase portraits. Within the framework of the SU(3) representation theory and transition features between various states, the qutrit system is categorized as lambda, vee, and cascade type three-level systems.
Surajit Sen, Tushar Kanti Dey
openaire   +1 more source

Phase Portraits of Quadratic Systems

1997
As in the lecture given at the Conference, this paper intends to give an impression of what has become known so far about the phase portraits of quadratic systems in the plane. By a quadratic system is understood the system of two autonomous differential equations in the plane, where = and P(x, y) and Q(x, y) are relative prime polynomials, which are ...
openaire   +1 more source

On the Phase Portrait of the Karmarkar’s Flow

1993
A so-called projective scaling vector is defined on the interior of a given polyhedron P and depends on a cost function. These vector fields ( under some additional assumptions) [2] can be considered as continuous versions of the Karmarkar’s algorithm for solving linear programming problems.
openaire   +1 more source

Reconstruction and structure of electrocardiogram phase portraits

Physical Review E, 1996
, Saparin   +4 more
openaire   +2 more sources

Global phase portraits of planar piecewise linear refracting systems of saddle–saddle type

Nonlinear Analysis: Real World Applications, 2021
Kuilin Wu, Shimin Li
exaly  

Phase Portraits

1989
Thomas S. Parker, Leon O. Chua
openaire   +1 more source

Phase Portraits

2013
Jaume Llibre, Antonio E. Teruel
openaire   +1 more source

Phase portraits and bifurcation diagram of the Gray-Scott model

Journal of Mathematical Analysis and Applications, 2021
Ting Chen, Jaume Llibre, Shimin Li
exaly  

Phase portraits of planar piecewise linear refracting systems: Focus-saddle case

Nonlinear Analysis: Real World Applications, 2020
Jaume Llibre, Shimin Li
exaly  

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