Items where Author is "Mataramvura, Sure"

Article

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. DOI https://doi.org/10.1016/j.amc.2021.126669

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. DOI https://doi.org/10.1016/j.cam.2016.07.019