Betuel Canhanga

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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!

PublicationDate of PublicationType
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities
 
2021-09-08Paper
Lie symmetry analysis on pricing weather derivatives by partial differential equations
 
2021-09-08Paper
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
2018-04-11Paper
Numerical studies on asymptotics of European option under multiscale stochastic volatility
Methodology and Computing in Applied Probability
2018-02-02Paper
Pricing European options under stochastic volatilities models
Springer Proceedings in Mathematics & Statistics
2017-02-17Paper


Research outcomes over time


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