• 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