140 citations · 322 across the 11 of their papers we have counts for
4 papers · 1 filter
Pattern formation driven by cross--diffusion in a 2D domain
G. Gambino, M. C. Lombardo, M. Sammartino
In this work we investigate the process of pattern formation in a two dimensional domain for a reaction-diffusion system with nonlinear diffusion terms and the competitive Lotka-Vo…
European Option Pricing with Transaction Costs and Stochastic Volatility: an Asymptotic Analysis
R. E. Caflisch, G. Gambino, M. Sammartino +1
In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs…
Convergent Analytic Solutions for Homoclinic Orbits in Reversible and Non-reversible Systems
R. Choudhury, G. Gambino
In this paper, convergent, multi-infinite, series solutions are derived for the homoclinic orbits of a canonical fourth-order ODE system, in both reversible and non-reversible case…
Post-Double Hopf Bifurcation Dynamics and Adaptive Synchronization of a Hyperchaotic System
Gaetana Gambino, Sudipto R. Choudhury
In this paper a four-dimensional hyperchaotic system with only one equilibrium is considered and its double Hopf bifurcations are investigated. The general post-bifurcation and sta…