Dr

Zondi, Phumlani Lawrence

Faculty: Faculty of Science, Agriculture and Engineering

Research Interest(s): Discrete and further discrete maths, Dynamical systems, Statistics, Maths for Earth and life science, Numerical analysis.

Active Research Project(s): Stochastic analysis, Model-free mathematical finance, Lie symmetry analysis.

Biography: Dr Phumlani L Zondi lecturer in the Department of Mathematical Sciences at the University of Zululand at KwaDlangezwa Campus. He has been teaching undergraduate courses in the Mathematical Sciences Department since 2015. He holds BSc Applied Mathematics and Computer Science (University of Zululand), BSc Applied Mathematics, Hons (University of Zululand), MSc Mathematical Sciences (AIMS). His research interests are financial mathematics.

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Lie theoretic perspective of black-scholes equation under stochastic heston model
Matadi,Maba Boniface; Zondi,Phumlani Lawrence |
2020
| Academic Publication...
This study examines a classical Black-Scholes (BC) model for stochastic volatility with Heston process from Lie symmetry perspective. In the same way the study includes a classification of point symmetries and the corresponding modified local one-parameter transformations. Lie symmetry analysis is presented for the case where the volatility is a stochastic process.Furthermore, an invariant solutions are calculated and illustrated numerically.
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Zondi, Phumlani Lawrence

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