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...

abstract type-ii fuzzy logic has shown its superiority over traditional fuzzy logic when dealing with uncertainty. type-ii fuzzy logic controllers are however newer and more promising approaches that have been recently applied to various fields due to their significant contribution especially when the noise (as an important instance of uncertainty) emerges. during the design of type- i fuz...

in the area of vocabulary teaching and learning although much research has been done, only some of it has led to effective techniques of vocabulary teaching and many language learners still have problem learning vocabulary. the urge behind this study was to investigate three methods of teaching words. the first one was teaching words in context based on a traditional method of teaching that is,...

in chapter one we will describe definitions and preliminary results to provide the global context of our own results to be presented in detail in the subsequent chapters in chapter two we consider degree-one maps of the circle and we study their rotation set. our main result in this chapter says that if the map is topologically mixing then its rotation interval is nontrivial (that is, not reduc...

به کارگیری روشهای بهینه سازی در تحلیل سیستم های عمران، همانند شبکه های توزیع آب و جمع آوری فاضلاب، منابع آب، سازه و... در چند دهه اخیر مورد توجه متخصصین این رشته واقع شده است. با توجه به هزینه بری فراوان طرحهای آب و فاضلاب (شبکه های توزیع آب و جمع آوری فاضلاب) لزوم به کارگیری روشهای نو و به صرفه برای طراحی و اجرای سیستم های مذکور احساس می شود. روشهای سنتی و مرسوم طراحی شبکه های توزیع آب و جمع آ...

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

today, scouring is one of the important topics in the river and coastal engineering so that the most destruction in the bridges is occurred due to this phenomenon. whereas the bridges are assumed as the most important connecting structures in the communications roads in the country and their importance is doubled while floodwater, thus exact design and maintenance thereof is very crucial. f...