Jacques Du Toit

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Person:2389599

Available identifiers

zbMath Open du-toit.jacquesMaRDI QIDQ2389599

List of research outcomes





PublicationDate of PublicationType
A finite volume – alternating direction implicit approach for the calibration of stochastic local volatility models2018-07-18Paper
Selling a stock at the ultimate maximum2009-07-17Paper
Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift2008-10-17Paper
Predicting the last zero of Brownian motion with drift2008-05-15Paper
The trap of complacency in predicting the maximum2007-05-08Paper

Research outcomes over time

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