Mmboniseni P. Mulaudzi

Available identifiers

zbMath Open mulaudzi.mmboniseni-pMaRDI QIDQ2062146

List of research outcomes

Publication	Date of Publication	Type
Generalisation of fractional Cox-Ingersoll-Ross process	2022-09-14	Paper
Zeros of Gaussian power series, Hardy spaces and determinantal point processes	2021-12-24	Paper
On the inverse problem of fractional Brownian motion and the inverse of infinite Toeplitz matrices	2021-07-08	Paper
Zeros of Gaussian power series with dependent random variables	2020-11-03	Paper
Stochastic control of credit default insurance for subprime residential mortgage-backed securities	2014-11-24	Paper
Subprime mortgage funding and liquidity risk	2014-09-05	Paper
Subprime risk and insurance with regret	2011-02-09	Paper
Optimal mortgage loan securitization and the subprime crisis	2010-01-29	Paper
Did bank capital regulation exacerbate the subprime mortgage crisis?	2009-11-23	Paper
Optimal allocation between bank loans and treasuries with regret	2008-09-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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