Betuel Canhanga
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Person:1694496
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 |
|---|---|---|
| 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 Communications in Statistics: Theory and Methods | 2018-04-11 | Paper |
| Numerical studies on asymptotics of European option under multiscale stochastic volatility Methodology and Computing in Applied Probability | 2018-02-02 | Paper |
| Pricing European options under stochastic volatilities models Springer Proceedings in Mathematics & Statistics | 2017-02-17 | Paper |
Research outcomes over time
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