Betuel Canhanga

Available identifiers

zbMath Open canhanga.betuelWikidataQ102570107 ScholiaQ102570107MaRDI QIDQ1694496

List of research outcomes

Publication	Date of Publication	Type
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities	2021-09-08	Paper
Lie symmetry analysis on pricing weather derivatives by partial differential equations	2021-09-08	Paper
Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities	2018-04-11	Paper
Numerical studies on asymptotics of European option under multiscale stochastic volatility	2018-02-02	Paper
Pricing European Options Under Stochastic Volatilities Models	2017-02-17	Paper

Research outcomes over time

This page was built for person: Betuel Canhanga