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Showing 10 out of a total of 34 results for community: Mathematics and Applied Mathematics.
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Volatility – ubiquitous, yet evasive?
Mare, Eben
(
Treasury Management International
,
2014
)
If the equal weighted portfolio is so great, why isn’t it working in South Africa?
Taljaard, Byran Hugo
;
Mare, Eben
(
NISC Pty (Ltd) and Informa Limited (trading as Taylor and Francis Group)
,
2021
)
A note on a framework to assess the required equity risk premium using cumulative prospect theory
Holdsworth, Chris
;
Mare, Eben
(
Scientific Research Publishing
,
2014
)
Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem
Flint, Emlyn James
;
Mare, Eben
(
Actuarial Society of South Africa
,
2017
)
High frequency induced instability in Nyström methods for the Van der Pol equation
Schoombie, S.W.
;
Mare, Eben
(
Society for Industrial and Applied Mathematics
,
2008
)
Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients
Moutsinga, Claude Rodrigue Bambe
;
Pindza, Edson
;
Mare, Eben
(
Elsevier
,
2018-01
)
Regime-based tactical allocation for equity factors and balanced portfolios
Flint, Emlyn James
;
Mare, Eben
(
Actuarial Society of South Africa
,
2019
)
GARCH option pricing models in a South African equity context
Venter, Pierre Johan
;
Mare, Eben
(
Operations Research Society of South Africa
,
2020
)
Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
Aspects of volatility targetting for South African equity investors
Khuzwayo, Bhekinkosi
;
Mare, Eben
(
Department of Economics, University of Pretoria
,
2014
)
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