Now showing items 11-13 of 13

  • 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 ...