W. Mudzimbabwe

Available identifiers

zbMath Open mudzimbabwe.walterMaRDI QIDQ245164

List of research outcomes

Publication	Date of Publication	Type
A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model	2019-07-26	Paper
High Order Compact Schemes for Option Pricing with Liquidity Shocks	2019-02-28	Paper
Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks	2019-02-28	Paper
American Options in an Illiquid Market: Nonlinear Complementary Method	2017-07-07	Paper
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model	2017-01-12	Paper
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks	2016-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q2945108	2015-09-09	Paper
A reliable numerical method to price arithmetic Asian options	2013-12-23	Paper
European basket option pricing by maximizing over a subset of lower bounds	2013-11-19	Paper

Research outcomes over time

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