Joy K. Nthiwa
From MaRDI portal
Person:6607544
Available identifiers
zbMath Open nthiwa.joy-kMaRDI QIDQ6607544
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 |
|---|---|---|
| A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options | 2024-09-18 | Paper |
Research outcomes over time
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