Research Repository

Items where Author is "Mataramvura, Sure"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 2.

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2022) '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, 414. p. 126669. ISSN 0096-3003

Huang, Chun-Sung and O'Hara, John G and Mataramvura, Sure (2017) 'Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.' Journal of Computational and Applied Mathematics, 311. pp. 230-238. ISSN 0377-0427

This list was generated on Mon Sep 26 14:34:55 2022 BST.