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- In this paper, we apply Laplace transform to obtain an integral representation for the solution for American call options with continuous dividend, and get a nonlinear Volterra integral equation of the second kind for the optimal exercise boundary. 本文利用Lalplace变换方法得到带连续红利的美式石看涨期权价格的积分表示,以及最优执行边界满足的一个非线性的第二类Volterra积分方程。 然后用数值积分公式给出了积分方程的数值觯,从而得到了带连续红利的美式看涨期权价格及其执行边界的数值解。
- Volterra integral equation of the first kind 第一类Volterra积分方程
- impulsive volterra integral equations 脉冲Volterra型积分方程
- Volterra integral equation 伏尔特拉积分方程
- The Existance of Solution for Nonlinear Volterra Integral Equations with Nonslide Core 带非滑核的非线性Volterra积分方程解的存在性
- volterra integral equations 维他里积分方程
- In the case of non-magnetic substances there is only one integral equation. 在非磁性物质的情况下,只有一个积分方程。
- Straightforward algebra leads to the integral equation quoted above. 上面引用了简单代数的积分方程。
- The method was over ten times more rapid than the volumetric integral equation method. 缺陷的重构速度比用体积分方程法提高十倍以上。
- By the integral to boundary layer thickness and relative conditions, the momentum integral equation of boundary layer is obtained. 通过对边界层厚度的积分并利用相关条件,得到了边界层动量积分方程。
- In the paper a Bihari type integral inequality for vector-valued functions defined in certain ordered locally-compact spaces is established, and some applications of the inequality to nonlinear Volterra type integral equations are given. 本文对定义于一定有序局部紧空间上的向量值函数建立一个Bihari型积分不等式,并给出其对于非线性Volterra型积分方程的若干应用。
- Surface basis function of edge element is derived and implemented to discretize the integral equation in this paper. 提出并推导了任意表面棱边单元法的基函数 ,其特性和三维棱边单元法一样 ,保持切向分量连续。
- A set of boundary integral equation (BIE) with the unknown function of opening displacement is obtained. 利用周期性的条件,将问题归结为一个典型条带中含单个裂纹的问题,并推导出了以裂纹张开位移为未知函数的边界积分方程。
- Volterra integral system with time lags 多时滞Volterra积分系统
- In Chapter 2, the method of moment (MoM) and the electric field integral equation (EFIE) are introduced respectively. 第二章介绍了矩量法和电场积分方程。 采用分域基函数法求解基于全等效电流的电场积分方程。
- By discretizing the Green function and using CCGM-FFT to solve the integral equation. 通过将求解的格林函数方程离散化,应用CCGM-FFT法来进行数值求解。
- XMDS is a code generator that integrates equations. XMDS是一个集成了方程式的代码生成器。
- This interaction can be described by Fredholm integral equation of the first kind which is extremely unstable. 为在毫米波辐射探测中求得精确的真实目标亮温,必须建立天线电磁辐射与环境电磁辐射交会的数学模型。
- Oestreich[9] deal with an optimal control problem of such a type, however for a nonlinear singular integral equation. 在这个假设条件下,我们首先证明了状态方程解的存在唯一性和最优控制的存在性.
- With the Betti’s reciprocal work theorem, the boundary integral equation can be reduced. 并通过压电体的Betti互等定理构造边界积分方程;