Showing 41 - 60 results of 147 for search '"Brownian motion"', query time: 0.06s Refine Results
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    Option Pricing under the Subordinated Market Models by Longjin Lv, Changjuan Zheng, Luna Wang

    Published 2022-01-01
    “…This paper aims to study option pricing problem under the subordinated Brownian motion. Firstly, we prove that the subordinated Brownian motion controlled by the fractional diffusion equation has many financial properties, such as self-similarity, leptokurtic, and long memory, which indicate that the fractional calculus can describe the financial data well. …”
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  15. 55

    CFD Study on Wall/Nanoparticle Interaction in Nanofluids Convective Heat Transfer by Mohammad Reza Tarybakhsh, Ali Akbar Lotfi Neyestanak, Hamed Tarybakhsh

    Published 2013-01-01
    “…The Brownian motion of the nanoparticles in nanofluid is one of the potential contributors to enhance effective thermal conductivity and the mechanisms that might contribute to this enhancement are the subject of considerable discussion and debate. …”
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  16. 56

    Option Pricing Based on Modified Advection-Dispersion Equation: Stochastic Representation and Applications by Longjin Lv, Luna Wang

    Published 2020-01-01
    “…Then, applying the subordinated Brownian motion into the option pricing problem, we obtain the closed-form pricing formula for the European option, when the underlying of the option contract is supposed to be driven by the subordinated geometric Brownian motion. …”
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  17. 57

    Radiative Mixed Convection Flow of Casson Nanofluid through Exponentially Permeable Stretching Sheet with Internal Heat Generation by Mazhar Hussain, Shereen Fatima, Mubashir Qayyum

    Published 2024-01-01
    “…Temperature and concentration profiles show similar trends for Brownian motion, radiation, and thermophoresis.…”
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  18. 58

    Analysis of water based Casson hybrid nanofluid (NiZnFe2O4+MnZnFe2O4) flow over an electromagnetic actuator with Cattaneo–Christov heat-mass flux: A modified Buongiorno model by S. Baskaran, R. Sowrirajan, S. Divya, S. Eswaramoorthi, K. Loganathan

    Published 2025-03-01
    “…The heat transfer rate enriches when elevating the quantities of radiation parameter and Biot number. Brownian motion and thermophoresis parameters reduce the mass transfer rate.…”
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  19. 59

    Optimal Trade Execution under Jump Diffusion Process: A Mean-VaR Approach by Tianmin Zhou, Can Jia, Handong Li

    Published 2018-01-01
    “…In the classical optimal execution problem, the basic assumption of underlying asset price is Arithmetic Brownian Motion (ABM) or Geometric Brownian Motion (GBM). …”
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  20. 60

    Numerical Solutions for Laminar Boundary Layer Nanofluid Flow along with a Moving Cylinder with Heat Generation, Thermal Radiation, and Slip Parameter by Titilayo Morenike Agbaje, Gilbert Makanda

    Published 2021-01-01
    “…The concentration profiles decrease with increasing radial coordinate. Increasing the Brownian motion and the thermophoresis parameter both destabilizes the concentration profiles. …”
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