W. Mudzimbabwe

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!

Publication	Date of Publication	Type
A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model Journal of Computational and Applied Mathematics	2019-07-26	Paper
High order compact schemes for option pricing with liquidity shocks Novel Methods in Computational Finance	2019-02-28	Paper
Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks Novel Methods in Computational Finance	2019-02-28	Paper
American options in an illiquid market: nonlinear complementary method Lecture Notes in Computer Science	2017-07-07	Paper
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model Numerical Algorithms	2017-01-12	Paper
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks Journal of Computational and Applied Mathematics	2016-02-15	Paper
Numerical solution of a stochastic control problem of option pricing for a liquidity switching market	2015-09-09	Paper
A reliable numerical method to price arithmetic Asian options Applied Mathematics and Computation	2013-12-23	Paper
European basket option pricing by maximizing over a subset of lower bounds Quaestiones Mathematicae	2013-11-19	Paper

Research outcomes over time

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