Now showing items 9-13 of 13

  • Numerical treatment of Kap's equation using a class of fourth order method 

    Akanbi, M.A.; Okunuga, S.A.; Sofoluwe, A.B. (Academic Journals, 2011)
    Kap's equation is a stiff initial value problem. This paper deals with the treatment of Kap's equation using a class of 4th order explicit Runge-Kutta method. Numerical computation was carried out using Microsoft Visual ...
  • An optimal portfolio and capital management strategy for basel III compliant commercial banks 

    Muller, Grant E.; Witbooi, Peter J. (Hindawi Publishing Corporation, 2014)
    We model a Basel III compliant commercial bank that operates in a financial market consisting of a treasury security, a marketable security, and a loan and we regard the interest rate in the market as being stochastic. We ...
  • A robust spectral method for solving Heston’s model 

    Ngounda, E.; Patidar, Kailash C.; Pindza, E. (Springer Verlag, 2014)
    In this paper, we consider the Heston’s volatility model (Heston in Rev. Financ. Stud. 6: 327–343, 1993]. We simulate this model using a combination of the spectral collocation method and the Laplace transforms method. ...
  • An SEIRS epidemic model with stochastic transmission 

    Witbooi, Peter J. (Springer, 2017)
    For an SEIRS epidemic model with stochastic perturbations on transmission from the susceptible class to the latent and infectious classes, we prove the existence of global positive solutions. For sufficiently small values ...
  • Stability of an SEIR epidemic model with indepenent stochastic perturbations 

    Witbooi, Peter J. (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 ...