Numerical algorithm for discrete barrier option pricing in a Black-Scholes model with stationary process
Rahman
Farnoosh
School of Mathematics, Iran University of Science and Technology, 16844 Tehran, Iran
author
Hamidreza
Rezazadeh
Department of Mathematics, Islamic Azad University Karaj Branch
author
Amirhossein
Sobhani
School of Mathematics, Iran University of Science and Technology, 16844 Tehran, Iran
author
Masoud
Hasanpour
Department of Mathematics, Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan, Iran
author
text
article
2018
eng
In this article, we propose a numerical algorithm for computing price of discrete single and double barrier option under the \emph{Black-Scholes} model. In virtue of some general transformations, the partial differential equations of option pricing in different monitoring dates are converted into simple diffusion equations. The present method is fast compared to alternative numerical methods presented in previous papers.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
1
7
https://ijnaa.semnan.ac.ir/article_3490_e9dc9637e7faed498b3c25279b93fb11.pdf
dx.doi.org/10.22075/ijnaa.2017.415.1060
Symmetric Rogers-Hölder's inequalities on diamond-α calculus
Sajid
Iqbal
Department of Mathematics,
University of Sargodha,
Sub-Campus Mianwali
author
Muhammad
Jibril Shahab Sahir
Department of Mathematics,
University of Sargodha,
Sub-Campus Bhakkar, Bhakkar, Pakistan
author
Muhammad
Samraiz
Department of Mathematics, University of Sargodha, Sargodha,
Pakistan
author
text
article
2018
eng
We present symmetric Rogers--Hölder's inequalities on time scales when $\frac{1}{p}+\frac{1}{q}+\frac{1}{r}=0$ and $\frac{r}{p}+\frac{r}{q}$ is not necessarily equal to $1$ where $p,$ $q$ and $r$ are nonzero real numbers.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
9
19
https://ijnaa.semnan.ac.ir/article_3491_99dcc0be916ae65dbe4e4d984b19863b.pdf
dx.doi.org/10.22075/ijnaa.2018.11633.1579
Nonlinear dynamic of the multicellular chopper
Djondin
Philippe
Department of Physics, Faculty of Science, The University of Ngaound'er'e, P.O. Box 454, Ngaound'er'e, Cameroon
author
Jean-Pierre
Barbot
ECS-Lab, EA3649, ENSEA, Cergy Cedex, Cergy--Pontoise 95014, France, Laboratoire QUARTZ EA 7393
author
text
article
2018
eng
In this paper, the dynamics of multicellular chopper are considered. The model is described by a continuous time three--dimensional autonomous system. Some basic dynamical properties such as Poincar\'e mapping, power spectrum and chaotic behaviors are studied. Analysis results show that this system has complex dynamics with some interesting characteristics.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
21
31
https://ijnaa.semnan.ac.ir/article_3492_56510194ff66e9a2f31ddc19c6a3b579.pdf
dx.doi.org/10.22075/ijnaa.2018.12625.1641
An existence result for n^{th}-order nonlinear fractional differential equations
Ali
Benlabbes
Faculty of Sciences and Technology, Tahri Mohammed University, Bechar, Algeria
author
Maamar
Benbachir
Faculty of Sciences and Technology, Djilali Bounaama University, Khemis-Miliana, Algeria
author
Mustapha
Lakrib
Laboratory of Mathematics, Djillali Liab\`{e}s University, Sidi Bel Abb\`es, Algeria
author
text
article
2018
eng
In this paper, we investigate the existence of solutions of some three-point boundary value problems for n-th order nonlinear fractional differential equations with higher boundary conditions by using a fixed point theorem on cones.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
33
45
https://ijnaa.semnan.ac.ir/article_3493_42f30dd586fe63bb05aaae937088de0f.pdf
dx.doi.org/10.22075/ijnaa.2018.1496.1386
Multiple solutions of a nonlinear reactive transport model using least square pseudo-spectral collocation method
Elyas
Shivanian
Department of Applied Mathematics, Faculty of Basic Science, Imam Khomeini International University, Qazvin 34149-16818, Iran
author
Saeid
Abbasbandy
Department of Applied Mathematics, Faculty of Basic Science, Imam Khomeini International University, Qazvin 34149-16818, Iran
author
text
article
2018
eng
The recognition and the calculation of all branches of solutions of the nonlinear boundary value problems is difficult obviously. The complexity of this issue goes back to the being nonlinearity of the problem. Regarding this matter, this paper considers steady state reactive transport model which does not have exact closed-form solution and discovers existence of dual or triple solutions in some cases using a new hybrid method based on pseudo-spectral collocation in the sense of least square method. Furthermore, the method usages Picard iteration and Newton method to treat nonlinear term in order to obtain unique and multiple solutions of the problem, respectively.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
47
57
https://ijnaa.semnan.ac.ir/article_3494_4c905e7d18378893866322225fe54d53.pdf
dx.doi.org/10.22075/ijnaa.2017.1538.1402
Coefficient bounds for a new class of univalent functions involving Salagean operator and the modified Sigmoid function
Olubunmi
Fadipe-Joseph
Department of Mathematics, University of Ilorin, P.M.B 1515, Ilorin, Nigeria
author
W.
Ademosu
Department of Mathematics,Statistics and Computer Sci., Federal University of Agriculture, P.M.B 2373, Makurdi, Nigeria
author
G.
Murugusundaramoorthy
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology, Deemed to be University, Vellore-632 014, India
author
text
article
2018
eng
We define a new subclass of univalent function based on Salagean differential operator and obtained the initial Taylor coefficients using the techniques of Briot-Bouquet differential subordination in association with the modified sigmoid function. Further we obtain the classical Fekete-Szego inequality results.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
59
69
https://ijnaa.semnan.ac.ir/article_3495_185b784a98886e32bb1fbec5c5ab08ec.pdf
dx.doi.org/10.22075/ijnaa.2018.1589.1417
Generalized multivalued $F$-contractions on non-complete metric spaces
Hamid
Baghani
Department of Mathematics, Faculty of Mathematics, University of Sistan and Baluchestan, P.O. Box 98135-674, Zahedan, Iran
author
text
article
2018
eng
In this paper, we explain a new generalized contractive condition for multivalued mappings and prove a fixed point theorem in metric spaces (not necessary complete) which extends some well-known results in the literature. Finally, as an application, we prove that a multivalued function satisfying a general linear functional inclusion admits a unique selection fulfilling the corresponding functional equation.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
71
84
https://ijnaa.semnan.ac.ir/article_3496_4b64c826687d159161940de7dcd0b715.pdf
dx.doi.org/10.22075/ijnaa.2018.1644.1432
Fixed point theorems under weakly contractive conditions via auxiliary functions in ordered $G$-metric spaces
Hemant Kumar
Nashine
Department of Mathematics, School of Advanced Sciences, Vellore Institute of Technology, Vellore-632014, TN, INDIA
author
Atul
Kumar Sharma
Department of Mathematics, Lakhmi Chand Institute of Technology, Bilaspur-495001,(Chhattisgarh), India
author
text
article
2018
eng
We present some fixed point results for a single mapping and a pair of compatible mappings via auxiliary functions which satisfy a generalized weakly contractive condition in partially ordered complete $G$-metric spaces. Some examples are furnished to illustrate the useability of our main results. At the end, an application is presented to the study of existence and uniqueness of solutions for a boundary value problem for certain second order ODE and the respective integral equation.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
85
109
https://ijnaa.semnan.ac.ir/article_3503_49b512c18a4eb3d87910b9125ccef4dc.pdf
dx.doi.org/10.22075/ijnaa.2018.868.1157
A class of certain properties of approximately n-multiplicative maps between locally multiplicatively convex algebras
Zohre
Heidarpour
Department of Mathematics, Payame Noor University, P.O. Box 19395-3697 Tehran, Iran
author
Esmaeil
Ansari-Piri
Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran
author
Hamid
Shayanpour
Department of Pure Mathematics, Faculty of Mathematical Sciences, University of Shahrekord, P. O. Box 88186-34141, Shahrekord, Iran
author
Ali
Zohri
Department of Mathematics, Payame Noor University, P.O. Box 19395-3697 Tehran, Iran
author
text
article
2018
eng
We extend the notion of approximately multiplicative to approximately n-multiplicative maps between locally multiplicatively convex algebras and study some properties of these maps. We prove that every approximately n-multiplicative linear functional on a functionally continuous locally multiplicatively convex algebra is continuous. We also study the relationship between approximately multiplicative linear functionals and approximately n-multiplicative linear functionals.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
111
116
https://ijnaa.semnan.ac.ir/article_3510_7ba671699220e09a6a455a6e8874ad8b.pdf
dx.doi.org/10.22075/ijnaa.2018.3510
Strict fixed points of \'{C}iri\'{c}-generalized weak quasicontractive multi-valued mappings of integral type
Babak
Mohammadi
Department of Mathematics, Marand Branch, Islamic Azad University, Marand, Iran
author
text
article
2018
eng
Many authors such as Amini-Harandi, Rezapour et al., Kadelburg et al., have tried to find at least one fixed point for quasi-contractions when $\alpha\in[\frac{1}{2}, 1)$ but no clear answer exists right now and many of them either have failed or changed to a lighter version. In this paper, we introduce some new strict fixed point results in the set of multi-valued \'{C}iri\'{c}-generalized weak quasi-contraction mappings of integral type. We consider a necessary and sufficient condition on such mappings which guarantees the existence of unique strict fixed point of such mappings. Our result is a partial positive answer for the mentioned problem which has remained open for many years. Also, we give an strict fixed point result of $\alpha$-$\psi$-quasicontractive multi-valued mappings of integral type. Our results generalize and improve many existing results on multi-valued mappings in literature. Moreover, some examples are presented to support our new class of multi-valued contractions.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
117
129
https://ijnaa.semnan.ac.ir/article_3511_e5747011237bd65360933a55ff42edcd.pdf
dx.doi.org/10.22075/ijnaa.2017.1312.1324
An extended multidimensional Hardy-Hilbert-type inequality with a general homogeneous kernel
Bicheng
Yang
Department of Mathematics, Guangdong University of Education, Guangzhou, Guangdong 510303, P. R. China
author
text
article
2018
eng
In this paper, by the use of the weight coefficients, the transfer formula and the technique of real analysis, an extended multidimensional Hardy-Hilbert-type inequality with a general homogeneous kernel and a best possible constant factor is given. Moreover, the equivalent forms, the operator expressions and a few examples are considered.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
131
143
https://ijnaa.semnan.ac.ir/article_3512_74c207a1281ac51dea5d782dbbcc5f68.pdf
dx.doi.org/10.22075/ijnaa.2018.11892.1596
Ulam stabilities for nonlinear Volterra-Fredholm delay integrodifferential equations
Kishor
Kucche
Department of Mathematics, Shivaji University, Kolhapur-416 004, Maharashtra, India
author
Pallavi
Shikhare
Department of Mathematics, Shivaji University, Kolhapur-416 004, Maharashtra, India
author
text
article
2018
eng
In the present research paper we derive results about existence and uniqueness of solutions and Ulam--Hyers and Rassias stabilities of nonlinear Volterra--Fredholm delay integrodifferential equations. Pachpatte's inequality and Picard operator theory are the main tools that are used to obtain our main results. We concluded this work with applications of obtained results and few illustrative examples.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
145
159
https://ijnaa.semnan.ac.ir/article_3514_63fd6817160ec6464f7d75a15bd85c7f.pdf
dx.doi.org/10.22075/ijnaa.2018.12688.1647
Some notes on ``Common fixed point of two $R$-weakly commuting mappings in $b$-metric spaces"
Shaoyuan
Xu
School of Mathematics and Statistics, Hanshan Normal University, Chaozhou, 521041, China
author
Suyu
Cheng
Library, Hanshan Normal University, Chaozhou, 521041, China
author
Stojan
Radenović
University of Belgrade, Faculty of Mechanical Engineering, Beograd, Serbia
author
text
article
2018
eng
Very recently, Kuman et al. [P. Kumam, W. Sintunavarat, S. Sedghi, and N. Shobkolaei. Common Fixed Point of Two $R$-Weakly Commuting Mappings in $b$-Metric Spaces. Journal of Function Spaces, Volume 2015, Article ID 350840, 5 pages] obtained some interesting common fixed point results for two mappings satisfying generalized contractive condition in $b$-metric space without the assumption of the continuity of the $b$-metric, but unfortunately, there exists a gap in the proof of the main result. In this note, we point out and fill such gap by making some remarks and offering a new proof for the result. It should be mentioned that our proofs for some key assertions of the main result are new and somewhat different from the original ones. In addition, we also present a result to check the continuity of the $b$-metrics which is found effective and workable when applied to some examples.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
161
167
https://ijnaa.semnan.ac.ir/article_3522_827c9ac2f28ad1c61f6bf515685d7838.pdf
dx.doi.org/10.22075/ijnaa.2018.3060.1495
Coupled fixed points of generalized Kanann contraction and its applications
Naser
Ghafoori Adl
Department of Mathematics, Science and Research Branch, Islamic Azad University, Tehran, Iran
author
Davood
Ebrahimi Bagha
Department of Mathematics Faculty of Science Islamic Azad University Central Tehran Branch
author
Mohammad Sadegh
Asgari
Department of Mathematics, Faculty of Science, Central Tehran Branch, Islamic Azad University, Tehran, Iran
author
text
article
2018
eng
The purpose of this paper is to find of the theoretical results of fixed point theorems for a mixed monotone mapping in a metric space endowed with partially order by using the generalized Kanann type contractivity of assumption. Also, as an application, we prove the existence and uniqueness of solution for a first-order ordinary differential equation with periodic boundary conditions admitting only the existence of a mixed $\leq$-solution.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
169
178
https://ijnaa.semnan.ac.ir/article_3523_0f18082d7d6d237aaa0fc831ba4718d4.pdf
dx.doi.org/10.22075/ijnaa.2017.12355.1628
Fixed Point Theorems For Weak Contractions in Dualistic Partial Metric Spaces
Muhammad
Nazam
Department of mathematics, International Islamic University, Islamabad, Pakistan
author
Arshad
Muhammad
Department of Mathematics and Statistics, International Islamic University, Islamabad Pakistan
author
text
article
2018
eng
In this paper, we describe some topological properties of dualistic partial metric spaces and establish some fixed point theorems for weak contraction mappings of rational type defined on dual partial metric spaces. These results are generalizations of some existing results in the literature. Moreover, we present examples to illustrate our result.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
179
190
https://ijnaa.semnan.ac.ir/article_3524_2a484f1a955c18b99c48065c0b450821.pdf
dx.doi.org/10.22075/ijnaa.2018.12908.1665
On a $k$-extension of the Nielsen's $\beta$-Function
Kwara
Nantomah
Department of Mathematics, Faculty of Mathematical Sciences, University for Development Studies, Ghana.
author
Kottakkaran
Nisar
Department of Mathematics, College of Arts and Science-Wadi Aldawaser, 11991,
Prince Sattam bin Abdulaziz University, Alkharj, Kingdom of Saudi Arabia
author
Kuldeep
Gehlot
Government College Jodhpur, JNV University Jodhpur, Rajasthan, India-306401.
author
text
article
2018
eng
Motivated by the $k$-digamma function, we introduce a $k$-extension of the Nielsen's $\beta$-function, and further study some properties and inequalities of the new function.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
191
201
https://ijnaa.semnan.ac.ir/article_3525_262b738fee357c360fe1e5165b37d43a.pdf
dx.doi.org/10.22075/ijnaa.2018.12972.1668
Yang-Laplace transform method Volterra and Abel's integro-differential equations of fractional order
Fuat
Usta
Department of Mathematics, Faculty of Science and Arts, D"{u}zce University, D"{u}zce, Turkey
author
Huseyin
Budak
Department of Mathematics,\ Faculty of Science and Arts, D\"{u}zce University, D\"{u}zce, Turkey
author
Mehmet
Sarikaya
Department of Mathematics,\ Faculty of Science and Arts, D\"{u}zce University, D\"{u}zce, Turkey
author
text
article
2018
eng
This study outlines the local fractional integro-differential equations carried out by the local fractional calculus. The analytical solutions within local fractional Volterra and Abel’s integral equations via the Yang-Laplace transform are discussed. Some illustrative examples will be discussed. The obtained results show the simplicity and efficiency of the present technique with application to the problems for the local fractional integral equations.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
203
214
https://ijnaa.semnan.ac.ir/article_3526_33ab662aac9af5fdeb7e6becf20ed364.pdf
dx.doi.org/10.22075/ijnaa.2018.13630.1709
A new algorithm for computing SAGBI bases up to an arbitrary degree
Shahnaz
Fakouri
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
author
Abdolali
Basiri
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
author
Sajjad
Rahmani
Department of Mathematics and Computer Sciences, Damghan University, Damghan, Iran
author
text
article
2018
eng
We present a new algorithm for computing a SAGBI basis up to an arbitrary degree for a subalgebra generated by a set of homogeneous polynomials. Our idea is based on linear algebra methods which cause a low level of complexity and computational cost. We then use it to solve the membership problem in subalgebras.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
215
221
https://ijnaa.semnan.ac.ir/article_3530_27f14ecaa26f792a3f495500263a548b.pdf
dx.doi.org/10.22075/ijnaa.2017.1718.1640
Certain subclass of $p$-valent meromorphic Bazilevi\'{c} functions defined by fractional $q$-calculus operators
Abdul Rahman
Juma
University of Anbar, Department of Mathematics, Ramadi-Iraq
author
Mushtaq
Abdulhussain
Department of Mathematics, Mustansiriyah
University, Iraq
author
Saba
Al-khafaji
University of Anbar, Department of Mathematics, Ramadi-Iraq
author
text
article
2018
eng
The aim of the present paper is to introduce and investigate a new subclass of Bazilevi\'{c} functions in the punctured unit disk $\mathcal{U}^*$ which have been described through using of the well-known fractional $q$-calculus operators, Hadamard product and a linear operator. In addition, we obtain some sufficient conditions for the functions belonging to this class and for some of its subclasses.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
223
230
https://ijnaa.semnan.ac.ir/article_3531_02e40a41822e83d902f511a067178334.pdf
dx.doi.org/10.22075/ijnaa.2018.13163.1681
A nonlinear multi objective model for the product portfolio optimization: An integer programming
Nahid
Dorostkar-Ahmadi
Department of industrial management, faculty of economy, management and official science, Semnan university, Iran
author
Mohsen
Shafiei Nikabadi
Industrial Management Department
Economics and Management Faculty
Semnan University
author
text
article
2018
eng
Optimization of the product portfolio has been recognized as a critical problem in industry, management, economy and so on. It aims at the selection of an optimal mix of the products to offer in the target market. As a probability function, reliability is an essential objective of the problem which linear models often fail to evaluate it. Here, we develop a multiobjective integer nonlinear constraint model for the problem. Our model provides opportunities to consider the knowledge transferring cost and the environmental effects, as nowadays important concerns of the world, in addition to the classical factors operational cost and reliability. Also, the model is designed in a way to simultaneously optimize the input materials and the products. Although being to some extent complicated, the model can be efficiently solved by the metaheuristic algorithms. Finally, we make some numerical experiments on a simulated test problem.
International Journal of Nonlinear Analysis and Applications
Semnan University
2008-6822
9
v.
2
no.
2018
231
239
https://ijnaa.semnan.ac.ir/article_3528_c56d3bfeaa4c68e6a9041801e356f6cf.pdf
dx.doi.org/10.22075/ijnaa.2018.13447.1695