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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 ...
Graphs of integral distance and their properties
(University of Western Cape, 2021)
Understanding the geometries of points in space has been attractive to mathematicians
for ages. As a model, twelve years ago, Kurz and Meyer [32] considered point
sets in the m-dimensional a ne space Fmq
over a nite ...