Application of Multiple Scale Method to a Discretized Financial PDE
Bright O. Osu & Okechukwu U. Solomon · Journal of Advances in Mathematics and Computer Science · 2015
This paper presents an application of two way variable expansion method (multiple scale) for the calculation of the periodic solutions, resulted from a Hopf bifurcation of a discretized generic PDE in finance to a first order time-delay system arising from laser dynamics and a si...
Open access
Research Article
10.9734/BJMCS/2015/18407