Zobrazeno 1 - 10
of 54
pro vyhledávání: '"Motsepa Tanki"'
Publikováno v:
Open Physics, Vol 16, Iss 1, Pp 780-785 (2018)
The Greek parameters in option pricing are derivatives used in hedging against option risks. In this paper, the Greeks of the continuous arithmetic Asian option pricing model are derived. The derivation is based on the analytical solution of the cont
Externí odkaz:
https://doaj.org/article/7eb07e78564d4d64bd7d822666d2f7b1
Publikováno v:
Applied Mathematics and Nonlinear Sciences, Vol 3, Iss 2, Pp 459-474 (2018)
In this paper we study a nonlinear multi-dimensional partial differential equation, namely, a generalized second extended (3+1)-dimensional Jimbo-Miwa equation. We perform symmetry reductions of this equation until it reduces to a nonlinear fourth-or
Externí odkaz:
https://doaj.org/article/2b5f88d5a00f4177acf1834c43191b23
Autor:
Motsepa Tanki, Masood Khalique Chaudry
Publikováno v:
Open Physics, Vol 16, Iss 1, Pp 211-214 (2018)
In this paper, we study a (2+1) dimensional KdV-mKdV equation, which models many physical phenomena of mathematical physics. This equation has two integral terms in it. By an appropriate substitution, we convert this equation into two partial differe
Externí odkaz:
https://doaj.org/article/47bc9f84b317498e83af2b2efab76bd2
Publikováno v:
Open Physics, Vol 16, Iss 1, Pp 31-36 (2018)
The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV mode
Externí odkaz:
https://doaj.org/article/e3a0039f275f414cb62045878a9f4a48
Publikováno v:
In Alexandria Engineering Journal January 2022 61(1):185-194
Publikováno v:
In Computers and Mathematics with Applications 15 September 2017 74(6):1333-1339
Autor:
Motsepa, Tanki1, Khalique, Chaudry Masood2,3 Masood.Khalique@nwu.ac.za
Publikováno v:
Advanced Mathematical Models & Applications. 2020, Vol. 5 Issue 1, p7-18. 12p.
Publikováno v:
International Journal of Applied & Computational Mathematics; Oct2022, Vol. 8 Issue 5, p1-11, 11p
Autor:
Motsepa, Tanki1 ttmotsepa@gmail.com, Khalique, Chaudry Masood1 Masood.Khalique@nwu.ac.za, Gandarias, Maria Luz2 marialuz.gandarias@uca.es
Publikováno v:
Symmetry (20738994). Feb2017, Vol. 9 Issue 2, p27. 11p.
Publikováno v:
Abstract & Applied Analysis. 2014, p1-10. 10p.