Application of Multiple Scale Method to a Discretized Financial PDE
Bright O. Osu, Okechukwu U. Solomon
Journal of Advances in Mathematics and Computer Science · pp. 357–366 · Published 1 Jun 2015
10.9734/BJMCS/2015/18407Abstract
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 single inertial neural model with time delay. The two way variable expansion methods involve easy computation only, and yield estimation to the oscillatory movement of the price of stock with high accuracy.
Cited by 0
No indexed citations yet.
Related research
- Delayed Nutrient Conversion for a Single Species Periodic Chemostat — shares topic coverage
- Stability and Bifurcation Analysis for a Hepatitis C Virus Transmissions Model with Time Delay — shares topic coverage
- On the Conditions of Hopf Bifurcation for ATM Protein and DNA Damage Signal Model; Cuts off the DNA Healing Process — shares topic coverage
- Periodic Solutions of a Time Delay Stage-structured Prey-predator Model — shares topic coverage
- Hopf Bifurcation Analysis for a Two Species Periodic Chemostat Model with Discrete Delays — shares topic coverage
Article metrics
Real usage data collected on this platform.
0
Page views
0
PDF downloads
0
Outbound clicks
0
Citations
Views by country
Approximate, from request IP at view time — not citizenship or institution. Countries with fewer than 5 views are grouped as "Other".
No views recorded yet.
Traffic sources
Referring site, by host.
No traffic recorded yet.
Views and downloads exclude known bots/crawlers. Citations combines this platform's own DOI-resolved index with each external source's own reported total — see Cited by above for individually listed citing works. Last refreshed 0 seconds ago.