Browsing Faculty of Natural Science by Subject "Numerical methods"
Now showing items 1-2 of 2
-
Analysis and simulation of nonlinear option pricing problems
(University of Western Cape, 2021)We present the Black-Scholes Merton partial differential equation (BSMPDE) and its analytical solution. We present the Black-Scholes option pricing model and list some limitations of this model. We also present a nonlinear ... -
Robust numerical methods to solve differential equations arising in cancer modeling
(University of the Western Cape, 2020)Cancer is a complex disease that involves a sequence of gene-environment interactions in a progressive process that cannot occur without dysfunction in multiple systems. From a mathematical point of view, the sequence ...