Person:2062146

Available identifiers

zbMath Open mulaudzi.mmboniseni-pMaRDI QIDQ2062146

List of research outcomes

Publication	Date of Publication	Type
Generalisation of fractional Cox-Ingersoll-Ross process	2022-09-14	Paper
Zeros of Gaussian power series, Hardy spaces and determinantal point processes	2021-12-24	Paper
On the inverse problem of fractional Brownian motion and the inverse of infinite Toeplitz matrices	2021-07-08	Paper
Zeros of Gaussian power series with dependent random variables	2020-11-03	Paper
Stochastic control of credit default insurance for subprime residential mortgage-backed securities	2014-11-24	Paper
Subprime mortgage funding and liquidity risk	2014-09-05	Paper
Subprime risk and insurance with regret	2011-02-09	Paper
Optimal mortgage loan securitization and the subprime crisis	2010-01-29	Paper
Did bank capital regulation exacerbate the subprime mortgage crisis?	2009-11-23	Paper
Optimal allocation between bank loans and treasuries with regret	2008-09-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mmboniseni P. Mulaudzi