Sure Mataramvura

Sure Mataramvura

University of Cape Town - Cape Town / South Africa
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4636864
Universiteit van Kaapstad
person_outline Sure Mataramvura's MOST POPULAR ARTICLES
1-) Risk minimizing portfolios and HJBI equations for stochastic differential games - S Mataramvura, B Øksendal
2-) Parameter estimation for stable distributions with application to commodity futures log-returns - M Kateregga, S Mataramvura, D Taylor
3-) The Donsker delta function of a Lévy process with application to chaos expansion of local time - S Mataramvura, B Øksendal, F Proske
4-) Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions - CS Huang, JG O’Hara, S Mataramvura
5-) Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility - CS Huang, JG O'Hara, S Mataramvura