abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

the space now known as complete erdos space ec was introduced by paul erdos in 1940 as the closed subspace of the hilbert space ?2 consisting of all vectors such that every coordinate is in the convergent sequence {0} ? { 1 n : n ? n}. in a solution to a problem posed by lex g. oversteegen we present simple and useful topological characterizations of ec. as an application we determine the ...

bserved by many teachers that most of the time, mumbling and searching for their intended words, students complain why they have forgotten the words they have learned in the previous semesters. they ask for some new ways that may help them to recall and apply the learned words more efficiently, since as they declare one of the most important skills in foreign language learning is having a g...

insurers have in the past few decades faced longevity risks - the risk that annuitants survive more than expected - and therefore need a new approach to manage this new risk. in this dissertation we survey methods that hedge longevity risks. these methods use securitization to manage risk, so using modern financial and insurance pricing models, especially wang transform and actuarial concepts, ...

in this project, some new polyaspartimides, (pas)s, have been synthesized form michael addition reaction between new synthetic bismaleimide (bmi) and some aromatic diamines. a characteristic property of this polyaspartimides is a pendent carboxylic group, which introduced to these polymers from new bismaleimide. bismaleimides (bmi) is one of the interesting compounds, which can be self-polymeri...

abstract nowadaysphotovoltaic solar cells (pvs) areacknowledged the fastest growing energy technology in the word, however, they only account for only fraction of current global renewable energy capacity. it isrecognized that this incomplete market penetration has been largely a result of the technology’sexcessive cost. so researchers are trying to find innovative, economic way with theaim of ...

due to extraordinary large amount of information and daily sharp increasing claimant for ui benefits and because of serious constraint of financial barriers, the importance of handling fraud detection in order to discover, control and predict fraudulent claims is inevitable. we use the most appropriate data mining methodology, methods, techniques and tools to extract knowledge or insights from ...

the ability to speak two languages in the world is a remarkable achievement. there is a good reason to believe that bilingualism is the norm for the majority of people in the world because 70% of the earth’s population are supposed to be bilingual or multilingual. various investigations have shown that the native language impacts foreign word recognition, and this influence is adapted by the de...

power transformers are important equipments in power systems. thus there is a large number of researches devoted of power transformers. however, there is still a demand for future investigations, especially in the field of diagnosis of transformer failures. in order to fulfill the demand, the first part reports a study case in which four main types of failures on the active part are investigate...

abstract biometric access control is an automatic system that intelligently provides the access of special actions to predefined individuals. it may use one or more unique features of humans, like fingerprint, iris, gesture, 2d and 3d face images. 2d face image is one of the important features with useful and reliable information for recognition of individuals and systems based on this ...