Sure Mataramvura

Available identifiers

zbMath Open mataramvura.sureWikidataQ58029035 ScholiaQ58029035MaRDI QIDQ642789

List of research outcomes

Publication	Date of Publication	Type
Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility	2021-11-16	Paper
Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions	2016-12-28	Paper
Valuation of inflation-linked annuities in a Lévy market	2011-10-27	Paper
Risk minimizing portfolios and HJBI equations for stochastic differential games	2008-08-08	Paper
The Donsker delta function of a Lévy process with application to chaos expansion of local time	2004-10-12	Paper

Research outcomes over time

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