Farai Julius Mhlanga

Available identifiers

zbMath Open mhlanga.farai-juliusMaRDI QIDQ493353

List of research outcomes

Publication	Date of Publication	Type
BSDE with jumps when mean reflection is nonlinear	2025-01-06	Paper
On the sensitivity analysis of spread options using Malliavin calculus	2024-06-18	Paper
Optimal production and regulation of gold mining: a stochastic differential game approach	2024-02-05	Paper
On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales	2023-08-02	Paper
Stochastic differential game strategies in the presence of reinsurance and dividend payout	2023-03-29	Paper
On the sensitivity analysis of energy quanto options	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	2018-10-16	Paper
Calculations of greeks for jump diffusion processes	2015-09-03	Paper

Research outcomes over time

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