Results 91 to 100 of about 25,523 (249)

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

open access: yes
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  

ON URYSOHN-VOLTERRA FRACTIONAL QUADRATIC INTEGRAL EQUATIONS

open access: yesJournal of Applied Analysis & Computation, 2018
1 ...
Darwish, Mohamed Abdalla   +2 more
openaire   +2 more sources

Numerical algorithms to solve one inverse problem for Navier–Stokes equations

open access: yesNonlinear Analysis
This model describes the Poiseuille type solution in the nonstationary case of the Navier–Stokes problem. An equivalent form of PDE problem is defined as the first-kind Volterra integral equation.
Raimondas Čiegis
doaj   +1 more source

An Analytical and Approximate Solution for Nonlinear Volterra Partial Integro-Differential Equations with a Weakly Singular Kernel Using the Fractional Differential Transform Method

open access: yesInternational 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   +2 more
doaj   +1 more source

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

open access: yes, 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   +3 more
core  

ON A QUASILINEAR VOLTERRA INTEGRAL EQUATION

open access: yesDemonstratio Mathematica, 1984
The author proves an existence theorem for the quasilinear Volterra integral equation \[ u(t)=p(t,x)+\int^{t}_{0}K(t,s)Q(s,u(s))u(s)ds, \] where x is from a finite-dimensional Banach space and u is the unknown function on [0,\(\infty)\). The proof relies on a result of \textit{G. L. Cain} and the reviewer [Pac. J. Math.
openaire   +2 more sources

Approximate Solution of Intuitionistic Fuzzy Volterra Integral Equation of Separable-Type Kernel Using Elzaki Adomian Decomposition Method

open access: yesInternational 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   +2 more
doaj   +1 more source

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