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Implicit-explicit predictor-corrector methods combined with improved spectral methods for pricing European style vanilla and exotic options
(Kent State University, 2013)
In this paper we present a robust numerical method to solve several types of European style option pricing problems. The governing equations are described by variants of Black-Scholes partial differential equations (BS-PDEs) ...
Stability of an SEIR epidemic model with indepenent stochastic perturbations
(Elsevier, 2013)
For an epidemic model of the type mentioned, we prove a theorem on almost sure exponential
stability of the disease-free equilibrium. For small values of the diffusion parameter,
σ, we describe the stability of the disease ...
A fitted numerical method for singularly perturbed parabolic reaction-diffusion problems
(Spring Verlag, 2013)
This paper treats a time-dependent singularly perturbed reaction-diffusion problem. We semidiscretize the problem in time by means of the classical backward Euler method. We develop a fitted operator finite difference ...
Contour integral method for European options with jumps
(Elsevier, 2013)
We develop an efficient method for pricing European options with jump on a single asset. Our approach is based on the combination of two powerful numerical methods, the spectral domain decomposition method and the Laplace ...
An unconditionally stable nonstandard finite difference method applied to a mathematical model of HIV infection
(De Gruyter Open, 2013)
We formulate and analyze an unconditionally stable nonstandard finite difference method for a mathematical model of HIV
transmission dynamics. The dynamics of this model are studied using the qualitative theory of dynamical ...
The fibre of a pinch map in a model category
(Springer Verlag, 2013)
In the category of pointed topological spaces, let F be the homotopy fibre of the
pinching map X ∪ CA → X ∪ CA/ X from the mapping cone on a cofibration A → X
onto the suspension of A. Gray (Proc Lond Math Soc (3) ...
A model for control of HIV/AIDS with parental care
(World Scientific Publishing, 2013)
In this study we investigate the HIV/AIDS epidemic in a population which experiences
a significant flow of immigrants. We derive and analyze a mathematical model that
describes the dynamics of HIV infection among the ...
Multiplication of Crowns
(Instituto de Matematica de Bahia Blanca (INMABB-CONICET), 2013)
It is known that the only nite topological spaces that are H-spaces are the discrete spaces. For a nite poset which is weakly equivalent to an H-space, a generalized multiplication may be found after suitable ...