Sharif Digital Repository

In this thesis, three popular option pricing models, Black and Scholes Model, Heston Model and Bates Model are compared to each other in economic crises situation. We carry out a comparison between different option pricing models based on S&P500 Index options during 2008. First these data are classified regarding to moneyness and maturity time in nine categories and then the performance of the models, exerting two indexes, In Sample performance and Out Of Sample performance are compared in every category. To reach the prices via In Sample performance index, structural parameters of each model are estimated with the data of each day. Then, daily prices are computed by models and compared with... 

Existing processes to improve the quality of heavy oil cuts catalytic converter hydroconversion can be mentioned in the slurry phase. This process is usually done in the temperature 440˚C to 470˚C be a heavy craking led to the production of light weight thermal feed can be more. With more products light, adverse reaction can also lead to the formation of coke be. Coke formation of secondary radical reactions can be feed from cracking of heavy compounds. Coke production is to eliminate or limit the ability of homogeneous catalysts (eg sulfide Molybdium) about 600-1000 ppm disposable food adds to be used. The main role of catalyst in the stable radicals fail thermal compound feed is heavy. The... 

The g-C3N4/Fe2O3 nanocomposite was produced by the combustion synthesis. The product was characterized by x-ray diffraction (XRD), field-emission scanning electron microscopy (FE-SEM), Fourier-transform infrared spectroscopy (FTIR), Brunauer-Emmett-Teller study (BET), Ultraviolet-visible analysis (UV-vis) and photoluminescence measurement (PL). Effect of iron nitrate on stability and photocurrent density under simulated visible-light irradiation was determined. The highest photocurrent density obtained (4.25 μA/Cm2) was twelve times the pure g-C3N4. This improvement was due to a bandgap decrease, the specific surface area increase, reduction of the electron-hole recombination, and... 

Studying data flows in conventional applications of Multi-Processor System-on-Chips (MPSoCs) denotes that most of these flows are the ones that transfer huge volume of data in inter-core communications. Previous works try to present architecture for interconnection network which some paths with low power and latency are reserved (statically or dynamically). However all of the presented methods are based on subnetworks or mechanism of transferring control messages (to establish a path and tear it down after transmission of data). Optical connections with low cost, low power and high bandwidth are good candidates to reduce power consumption of Network-on-Chips (NoCs). Therefore, using optical... 

In this research work, modeling, simulation, and controller design for a single-blade aerial vehicle or monocopter are carried out. The combined Momentum and Blade-Element theory is used to calculate the aerodynamic forces and moments. The Newton-Euler approach is employes for the development of the six degrees of freedom equations of motion of the monocopter. The obtained mathematical model is then implemented and solved on computer using MATLAB Simulink environment. A periodic behavior of the states is observed which is compatible with reality. Also, sensitivity studies are carried out in order to better understand how different initial conditions affect the behavior of the monocopter. The... 

Increasing of human demanding for energy and limiting of fossil fuels and bio-logical problems, it seems necessary to access new and clean source of ener-gy. For instance, one of these sources of energy is sun. If we can impart from this infinite energy source so health and natural life can be pictured for human. Nanostructure dye sensitized solar cells in compare with other photovoltaic cells are more economical and practical as a result of lower material cost and simpler manufacturing process. In general, a typical dye sensitized solar cell is a sandwich structure based on two transparent conducting oxide (FTO) glasses. The FTO glass substrates are expensive and account for most of... 

The primary purpose of acidizing operations in the oil and gas industry is to enhance hydrocarbon production. Acidizing has been a common and conventional method for years, especially when production engineers face issues like declining reservoir pressure leading to reduced production rates. Initially, the treatment solution is referred to as matrix acidizing. In acidizing operations, different additives are combined with the acid to control its behavior in the reservoir. These additives may include iron control agents, corrosion inhibitors, friction reducers, and more. Incompatibility among these additives, the acid, and reservoir fluids can lead to severe damage to the reservoir.... 

The goal of this research is the simulation of the annular combustion chamber of the turbine engine utilized by liquid fuel. The achievement to this goal will lead to create numerical tools for parametric study, analysis and combustion chamber designing.For this reason simple geometry has been considered. This simplicity of geometry causes to facilitate in parametric study and decrease in saving time for modeling and meshing. This combustion chamber is a simplified model of engine CF6. In recent study, the k – ε realizable model has been used for turbulence modeling. For non-adiabatic condition, chemical reaction is dissolved by utilizing probability density function along with laminar... 

During the last few years, the study of urban environment structures is considered as a research field of interest in remote sensing. In satellite observations of the earth's surface, continuous imaging in terms of time and space has caused the remote sensing technique to be proposed as a useful and efficient tool for the analysis of urban areas. Obtaining quantitative spatial information from the urban environment in fields such as determining the height of buildings plays an essential role in urban planning, monitoring damage to buildings, establishing communication bases and digital cities. During the last two decades, the use of Tomosar approach in order to reconstruct the structures of... 

In this work, the dynamic competition between firms providing internet services is studied. The framework is Markov equilibrium whereby structural parameters are obtained using two-step estimations, allowing for analyzing the situation in case of subsidies for service upgrade. The results show that such subsidy has little effect on the number of firms while increasing the number of fast firms