Jacques Du Toit
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A finite volume-alternating direction implicit approach for the calibration of stochastic local volatility models International Journal of Computer Mathematics | 2018-07-18 | Paper |
| Selling a stock at the ultimate maximum The Annals of Applied Probability | 2009-07-17 | Paper |
| Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift Mathematical Control Theory and Finance | 2008-10-17 | Paper |
| Predicting the last zero of Brownian motion with drift Stochastics | 2008-05-15 | Paper |
| The trap of complacency in predicting the maximum The Annals of Probability | 2007-05-08 | Paper |
Research outcomes over time
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