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 |
|---|---|---|
| Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility Applied Mathematics and Computation | 2021-11-16 | Paper |
| Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions Journal of Computational and Applied Mathematics | 2016-12-28 | Paper |
| Valuation of inflation-linked annuities in a Lévy market Journal of Applied Mathematics | 2011-10-27 | Paper |
| Risk minimizing portfolios and HJBI equations for stochastic differential games Stochastics | 2008-08-08 | Paper |
| The Donsker delta function of a Lévy process with application to chaos expansion of local time Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-10-12 | Paper |
| The Donsker delta function of a Lévy process with application to chaos expansion of local time Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2004-10-12 | Paper |
Research outcomes over time
This page was built for person: Sure Mataramvura
