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

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: Betuel Canhanga