Title of article :
Stochastic relaxational dynamics applied to finance: Towards non-equilibrium option pricing theory
Author/Authors :
Otto، M. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Pages :
-382
From page :
383
To page :
0
Abstract :
We determine the effect of radiation on the forced convection flow of an optically dense incompressible fluid along a heated horizontal stretching surface. The boundary-layer equations are transformed to ordinary differential equations containing a radiation parameter R*, velocity exponent parameter M, Prandtl number Pr, and surface temperature parameter teta. The effect of these parameters are studied. Graphical results for the velocity and temperature Aare presented and discussed.
Keywords :
Stochastic processes , Brownian motion , Other topics of general interest to physicists (restricted to new topics in section 89)
Journal title :
EUROPEAN PHYSICAL JOURNAL B
Serial Year :
2000
Journal title :
EUROPEAN PHYSICAL JOURNAL B
Record number :
6341
Link To Document :
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