European option pricing of fractional Black-Scholes model with new Lagrange multipliers
Mohammad Ali Mohebbi
Ghandehari
Azarbijan Shahid Madani University
author
Mojtaba
Ranjbar
Azarbijan Shahid Madani University
author
text
article
2014
eng
In this paper, a new identification of the Lagrange multipliers by means of the Sumudu transform, is employed to btain a quick and accurate solution to the fractional Black-Scholes equation with the initial condition for a European option pricing problem. Undoubtedly this model is the most well known model for pricing financial derivatives. The fractional derivatives is described in Caputo sense. This method finds the analytical solution without any discretization or additive assumption. The analytical method has been applied in the form of convergent power series with easily computable components. Some illustrative examples are presented to explain the efficiency and simplicity of the proposed method.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
1
10
http://cmde.tabrizu.ac.ir/article_1118_016b1d6fb802cae6f2eb541551438d26.pdf
Exact travelling wave solutions for some complex nonlinear partial
differential equations
N.
Taghizadeh
University of Guilan
author
Mohammad
Mirzazadeh
Department of Mathematics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
author
M.
Eslami
University of Mazandaran
author
M.
Moradi
University of Guilan
author
text
article
2014
eng
This paper reflects the implementation of a reliable technique which is called $left(frac{G'}{G}right)$-expansion ethod for constructing exact travelling wave solutions of nonlinear partial differential equations. The proposed algorithm has been successfully tested on two two selected equations, the balance numbers of which are not positive integers namely Kundu-Eckhaus equation and Derivative nonlinear Schr"{o}dinger’s equation. This method is a powerful tool for searching exact travelling solutions in closed form.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
11
18
http://cmde.tabrizu.ac.ir/article_1199_fb3739857771654c2517f5bfd6a6baeb.pdf
Asymptotic distributions of Neumann problem for Sturm-Liouville equation
Hamidreza
Marasi
University of Bonab, Bonab, Iran
author
Esmail
Khezri
University of Bonab, Bonab, Iran
author
text
article
2014
eng
In this paper we apply the Homotopy perturbation method to derive the higher-order asymptotic distribution of the eigenvalues and eigenfunctions associated with the linear real second order equation of Sturm-liouville type on $[0,pi]$ with Neumann conditions $(y'(0)=y'(pi)=0)$ where $q$ is a real-valued Sign-indefinite number of $C^{1}[0,pi]$ and $lambda$ is a real parameter.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
19
25
http://cmde.tabrizu.ac.ir/article_1322_90f31a367ef89be733f0c5ba5934a118.pdf
Exact solutions of distinct physical structures to the fractional potential Kadomtsev-Petviashvili equation
Ahmet
Bekir
Eskisehir Osmangazi University, Art-Science Faculty,
Department of Mathematics-Computer
author
Ozkan
Guner
Dumlupınar University
author
text
article
2014
eng
In this paper, Exp-function and (G′/G)expansion methods are presented to derive traveling wave solutions for a class of nonlinear space-time fractional differential equations. As a results, some new exact traveling wave solutions are obtained.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
26
36
http://cmde.tabrizu.ac.ir/article_1334_c581afeccef02be0b79b53ac365d021a.pdf
Solving The Stefan Problem with Kinetics
Ali
Beiranvand
Faculty of mathematical sciences, university of tabriz, tabriz, Iran.
author
Karim
Ivaz
University of Tabriz, Iran
author
text
article
2014
eng
We introduce and discuss the Homotopy perturbation method, the Adomian decomposition method and the variational iteration method for solving the stefan problem with kinetics. Then, we give an example of the stefan problem with kinetics and solve it by these methods.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
37
49
http://cmde.tabrizu.ac.ir/article_1569_7ca4dc8443ac085037c248f5d280329e.pdf
Application of the Kudryashov method and the functional variable method for the complex KdV equation
Mojgan
Akbari
P.h.D
author
text
article
2014
eng
In this present work, the Kudryashov method and the functional variable method are used to construct exact solutions of the complex KdV equation. The Kudryashov method and the functional variable method are powerful methods for obtaining exact solutions of nonlinear evolution equations.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
50
55
http://cmde.tabrizu.ac.ir/article_1585_379a8017132c4021d5f76ff4a353ed26.pdf
Inverse Laplace transform method for multiple solutions of the fractional Sturm-Liouville problems
Farhad
Dastmalchi Saei
Tabriz Azad University
author
Sadegh
Abbasi
Tabriz Azad University
author
Zhila
Mirzayi
Tabriz Azad University
author
text
article
2014
eng
In this paper, inverse Laplace transform method is applied to analytical solution of the fractional Sturm-Liouville problems. The method introduces a powerful tool for solving the eigenvalues of the fractional Sturm-Liouville problems. The results how that the simplicity and efficiency of this method.
Computational Methods for Differential Equations
University of Tabriz
2345-3982
2
v.
1
no.
2014
56
61
http://cmde.tabrizu.ac.ir/article_2498_1309b9e8503adfd2a6e6e1bb6afc7769.pdf