Browsing College of Science, Engineering and Technology by Subject "Diffusion equation"

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Mathematical analysis of generalized linear evolution equations with the non-singular kernel derivative

Toudjeu, Ignace Tchangou (2019-02)

Linear Evolution Equations (LEE) have been studied extensively over many years. Their extension in the field of fractional calculus have been defined by Dαu(x, t) = Au(x, t), where α is the fractional order and Dα is a ...
Pricing European and American bond options under the Hull-White extended Vasicek Model

Mpanda, Marc Mukendi (2013-01)

In this dissertation, we consider the Hull-White term structure problem with the boundary value condition given as the payoff of a European bond option. We restrict ourselves to the case where the parameters of the Hull-White ...

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