Search
Now showing items 21-30 of 70
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 ...
An optimal portfolio and capital management strategy for basel III compliant commercial banks
(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 numerical solution to a time-fractional Black–Scholes equation
(Springer Nature, 2021)
Dividend paying European stock options are modeled using a time-fractional
Black–Scholes (tfBS) partial differential equation (PDE). The underlying fractional
stochastic dynamics explored in this work are appropriate for ...
An unconditionally stable nonstandard finite difference method to solve a mathematical model describing Visceral Leishmaniasis
(Elsevier, 2021)
In this paper, a mathematical model of Visceral Leishmaniasis is considered. The model incorporates three populations, the human, the reservoir and the vector host populations. A detailed analysis of the model is presented. ...
Codenseness and openness with respect to an interior operator
(Springer Nature, 2021)
Working in an arbitrary category endowed with a fixed (E, M) -factorization system such that M is a fixed class of monomorphisms, we first define and study a concept of codense morphisms with respect to a given categorical ...
Stochastic modeling of a mosquito-borne disease
(Springer Nature, 2020)
We present and analyze a stochastic differential equation (SDE) model for the population dynamics of a mosquito-borne infectious disease. We prove the solutions to be almost surely positive and global. We introduce a ...
Mathematical analysis of TB model with vaccination and saturated incidence rate
(Hindawi, 2020)
The model system of ordinary differential equations considers two classes of latently infected individuals, with different risk of becoming infectious. The system has positive solutions. By constructing a Lyapunov function, ...