Zororo S Makumbe

Zororo S Makumbe

Universitat de Barcelona - Barcelona / Spain
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203169
University of Barcelona
person_outline Zororo S Makumbe's MOST POPULAR ARTICLES
1-) Approximate pricing formula to capture leverage effect and stochastic volatility of a financial assetY El-Khatib, S Goutte, ZS Makumbe, J VivesFinance Research Letters 44, 102072, 202222022
2-) Approximate option pricing under a two-factor Heston–Kou stochastic volatility modelJ El-Khatib, Y., Makumbe, Z.S. & VivesComputational Management Science 21 (3), 202412024
3-) A hybrid stochastic volatility model in a Lévy marketY El-Khatib, S Goutte, ZS Makumbe, J VivesInternational Review of Economics & Finance 85, 220-235, 202312023
4-) Mathematical Modelling for Bio-nutrient Removal in Sewage Treatment using Acti-zyme as Bio-catalystMM Manyuchi, DIO Ikhu-Omoregbe, OO Oyekola, W Zvarevashe, ...BioMath Communications 2 (1), 201512015
5-) Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility modelsY El-Khatib, ZS Makumbe, J VivesMathematics and Computers in Simulation, 20242024