The following pages link to Sure Mataramvura (Q642789):
Displaying 5 items.
- Valuation of inflation-linked annuities in a Lévy market (Q642790) (← links)
- Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions (Q730541) (← links)
- The Donsker delta function of a Lévy process with application to chaos expansion of local time (Q1883465) (← links)
- Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility (Q2247115) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
