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GALERKIN APPROXIMATION OF A NONLINEAR PARABOLIC INTERFACE PROBLEM ON FINITE AND SPECTRAL ELEMENTS

ADEWOLE, MATTHEW OLAYIWOLA, (2017-05)

Nonlinear parabolic interface problems are frequently encountered in the modelling of physical processes which involved two or more materials with di erent properties. Research had focused largely on solving linear ...
SENSITIVITY ANALYSIS OF INTEREST RATE DERIVATIVES IN SOME LEVY ´ MARKETS

UDOYE, ADAOBI MMACHUKWU (2019-08)

Interest Rate Derivatives (IRDs) are generally jump-diffusion processes which are usually modelled with L´evy processes. Brownian motion has been used ex tensively for modelling IRDs, however, this does not capture the ...
OPTIMAL PORTFOLIO OF A SENSITIVE INVESTOR IN A FINANCIAL MARKET

ACHUDUME, Celestine (2020-01)

A sensitive investor seeks to diversify assets and optimal portfolio which provide the maximum expected returns at a given level of risk. Optimal portfolio problems of an investor with logarithmic utility have been ...
BRINKMAN-FORCHHEIMER EQUATIONS IN HOMOGENEOUS SOBOLEV SPACES

ADEYEMO, Kabiru Michael (2021-01)

Brinkman-Forchheimer Equations (BFE) are used to describe non-Darcy be havior of uid ow in a saturated porous medium. Researchers in this area have focused on the study of structural stability and long time behavior of ...
SUBHARMONIC BIFURCATION IN MALARIA-LASSA FEVER CO-INFECTION EPIDEMIC MODEL WITH OPTIMAL CONTROL APPLICATION

ONIFADE, Akindele Akano (2021-02)

Co-infection with malaria often complicate and increase the severity of disease pathogenesis. The co-infection of malaria and Lassa fever has not been fully understood. Many researcher have worked on mathematical models ...
MALLIAVIN CALCULUS APPROACH TO PRICING AND HEDGING OF OPTIONS WITH MORE THAN ONE UNDERLYING ASSETS

AKEJU, ADEYEMI OLU (2021-04-27)

The problems of pricing and hedging in nancial market are fundamental because of uncertainties in the market which are measured by the sensitivities of the underlying assets. Ito calculus has been used to develop several ...
SUITABLE MEASURES OF JUMPS IN STOCHASTIC MODELS FOR STOCK MARKET INDICES

ADEOSUN, Mabel Eruore (2022-02)

The dynamics of the stock market indices log-returns (∆(lnS~t)) have been characterised by non-normal features such as upward and downward jumps of different measures, asymmetric and leptokurtic features. The Bi-Power ...
GRONWALL-BELLMAN-BIHARI TYPE INEQUALITY AND HYERS-ULAM AND HYERS-ULAM-RASSIAS STABILITIES OF CERTAIN CLASSES OF NONLINEAR SECOND AND THIRD ORDER DIFFERENTIAL EQUATIONS

FAKUNLE, Ilesanmi (2022-12)

The concept of stability in differential equations is of immense importance particularly for determination of properties of solutions of nonlinear equations which cannot be readily solved to obtain closed analytic solutions. ...
FAST FOURIER TRANSFORM AND FORMULATION OF ECONOMIC RECESSION INDUCED STOCHASTIC VOLATILITY MODELS FOR AMERICAN OPTIONS COMPUTATION

BANKOLE, Philip Ajibola (2022-12-08)

Economic recession has become a global and reccurring phenomenon which poses worrisome uncertainties on assets’ returns in financial markets. Various stochastic models have been formulated in response to price instability ...
CHARACTERISING SMOOTHNESS OF TYPE A SCHUBERT VARIETY USING PALINDROMIC POINCARÉ POLYNOMIAL AND PLÜCKER COORDINATE METHODS.

AFINOTAN, Patience (2023-09-10)

Schubert varieties are subvarieties of the flag variety F‘n(C), a smooth complex projective variety consisting of sequences of sublinear subspaces of an n-dimensional complex vector space, ordered by inclusion. They are ...

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