Results 91 to 100 of about 25,074 (212)

American Call Options on Jump-Diffusion Processes: A Fourier Transform Approach [PDF]

This paper considers the Fourier transform approach to derive the implicit integral equation for the price of an American call option in the case where the underlying asset follows a jump-diffusion process.
Andrew Ziogas, Carl Chiarella
core  

Utilizing the Upadhyaya Transform to solve the linear second kind Volterra Integral Equation

, 2023
Dinesh S. Thakur, Prakash Chand Thakur
openalex   +1 more source

Integral equations for the wave function of particle systems

Semiconductor Physics, Quantum Electronics & Optoelectronics, 2019
Constructions of integral equations to the wave function of particle systems in bound state have been proposed in this work. We obtain the kernel of the Fredholm type integral equation for an odd number of particles in explicit form. Besides, an integral
K.V. Avdonin
doaj   +1 more source

Convolution HY transform for second kind of linear Volterra integral equation [PDF]

, 2023
Roaa Aziz Fadhil, Batool Hatem Akar Alkfari   +1 more
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An Analytical and Approximate Solution for Nonlinear Volterra Partial Integro-Differential Equations with a Weakly Singular Kernel Using the Fractional Differential Transform Method

International Journal of Differential Equations, 2018
An analytical-approximate method is proposed for a type of nonlinear Volterra partial integro-differential equations with a weakly singular kernel. This method is based on the fractional differential transform method (FDTM).
Rezvan Ghoochani-Shirvan, Jafar Saberi-Nadjafi, Morteza Gachpazan   +2 more
doaj   +1 more source

The Control Problem for a Heat Conduction Equation with Neumann Boundary Condition

Vestnik KRAUNC: Fiziko-Matematičeskie Nauki
Previously, boundary control problems for a heat conduction equation with Dirichlet boundary condition were studied in a bounded domain. In this paper, we consider the boundary control problem for the heat conduction equation with Neumann boundary ...
Dekhkonov, F.N.
doaj   +1 more source

Solution of a singular integral equation by a split-interval method

, 2007
The article is available at http://www.math.ualberta.ca/ijnam/Volume-4-2007/No-1-07/2007-01-05.pdf. This article is not available through the Chester Digital RepositoryThis article discusses a new numerical method for the solution of a singular integral ...
Diogo, Teresa, Ford, Neville J., Lima, Pedro M., Thomas, Sophy M.   +3 more
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Approximate Solution of Intuitionistic Fuzzy Volterra Integral Equation of Separable-Type Kernel Using Elzaki Adomian Decomposition Method

International Journal of Mathematics and Mathematical Sciences
An intuitionistic fuzzy number, which incorporates both membership and nonmembership functions at a same time, allows for a more accurate representation of uncertainty.
Zain Khan, Saleem Abdullah, Samuel Okyere   +2 more
doaj   +1 more source

The Existence of Monotonic Solutions of a Class of Quadratic Integral Equations of Volterra Type [PDF]

, 2019
Osman Karakurt, Ö. Faruk Temizer
openalex   +1 more source

Piecewise polynomial numerical method for Volterra integral equations of the fourth-kind with constant delay

, 2023
S. Pishbin, Parviz Darania
openalex   +2 more sources