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
Regular-impulse control for air pollution management: a stochastic differential game approach International Journal of Theoretical and Applied Finance	2026-08-27	Paper
Local times of deterministic paths with finite variation Colloquium Mathematicum	2026-07-02	Paper
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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