Farai Julius Mhlanga

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
Optimal investment and reinsurance strategies with federal income tax under the geometric mean reversion (GMR) model Journal of Industrial and Management Optimization	2026-02-23	Paper
The value of information under partial information for exponential utility Journal of Stochastic Analysis	2025-09-30	Paper
Applications of white noise calculus to the computation of Greeks Communications on Stochastic Analysis	2025-09-25	Paper
BSDE with jumps when mean reflection is nonlinear International Journal of Mathematics and Mathematical Sciences	2025-01-06	Paper
On the sensitivity analysis of spread options using Malliavin calculus Novi Sad Journal of Mathematics	2024-06-18	Paper
Optimal production and regulation of gold mining: a stochastic differential game approach Journal of Industrial and Management Optimization	2024-02-05	Paper
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales Electronic Communications in Probability	2023-08-02	Paper
Stochastic differential game strategies in the presence of reinsurance and dividend payout Journal of Industrial and Management Optimization	2023-03-29	Paper
On the sensitivity analysis of energy quanto options Stochastic Analysis and Applications	2022-10-28	Paper
On the sensitivity analysis of spread options using Malliavin calculus	2021-06-09	Paper
On the quadratic variation of the model-free price paths with jumps Lithuanian Mathematical Journal	2018-10-16	Paper
Calculations of greeks for jump diffusion processes Mediterranean Journal of Mathematics	2015-09-03	Paper

Research outcomes over time

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