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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 ...
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 ...