Eben Maré

Available identifiers

Publication	Date of Publication	Type
Pricing two-asset rainbow options with the fast Fourier transform	2023-07-07	Paper
Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems	2022-04-26	Paper
Pricing collateralised options in the presence of counterparty credit risk: An extension of the Heston–Nandi model	2022-04-14	Paper
The recovery theorem with application to risk management	2021-02-16	Paper
A time multidomain spectral method for valuing affine stochastic volatility and jump diffusion models	2020-10-15	Paper
Discrete singular convolution for the generalized variable-coefficient Korteweg-de Vries equation	2019-10-15	Paper
A Lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations	2018-08-17	Paper
Sinc collocation method for solving the Benjamin-Ono equation	2014-11-12	Paper
High Frequency Induced Instability in Nyström Methods for the van der Pol Equation	2009-06-22	Paper

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