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
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