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Full-Text Articles in Physical Sciences and Mathematics
Black-Scholes Equation And Heat Equation, Charles D. Joyner
Black-Scholes Equation And Heat Equation, Charles D. Joyner
Honors College Theses
First, we present and define the Black-Scholes equation which is used to model assets on the stock market. After that, we derive the heat equation that describes how the temperature increases through a homogeneous material. Finally, we detail how the two equations are related. We introduce and relate the Black-Scholes equation and Heat Equation.
On Stochastic Inequalities And Comparisons Of Reliability Measures For Weighted Distributions, Broderick O. Oluyede, E. Olusegun George
On Stochastic Inequalities And Comparisons Of Reliability Measures For Weighted Distributions, Broderick O. Oluyede, E. Olusegun George
Department of Mathematical Sciences Faculty Publications
Inequalities, relations and stochastic orderings, as well as useful ageing notions for weighted distributions are established. Also presented are preservation and stability results and comparisons for weighted and length-biased distributions. Relations for length-biased and equilibrium distributions as examples of weighted distributions are also presented.