Search
Login
UPSpace Home
→
Natural and Agricultural Sciences
→
Mathematics and Applied Mathematics
→
Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Filters
Use filters to refine the search results.
Current Filters:
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
New Filters:
Title
Author
Subject
Date issued
Has File(s)
Filename
File description
Contains
Equals
ID
Not Contains
Not Equals
Not ID
Showing 10 out of a total of 34 results for community: Mathematics and Applied Mathematics.
(0.011 seconds)
Now showing items 21-30 of 34
Previous Page
1
2
3
4
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Estimating option-implied distributions in illiquid markets and implementing the Ross recovery theorem
Flint, Emlyn James
;
Mare, Eben
(
Actuarial Society of South Africa
,
2017
)
A note on a framework to assess the required equity risk premium using cumulative prospect theory
Holdsworth, Chris
;
Mare, Eben
(
Scientific Research Publishing
,
2014
)
Homotopy perturbation transform method for pricing under pure diffusion models with affine coefficients
Moutsinga, Claude Rodrigue Bambe
;
Pindza, Edson
;
Mare, Eben
(
Elsevier
,
2018-01
)
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
)
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 equity returns for South African investors
Mare, Eben
(
Academy of Science of South Africa
,
2018-07-30
)
Why has the equal weight portfolio underperformed and what can we do about it?
Taljaard, Byran Hugo
;
Mare, Eben
(
Routledge
,
2021
)
Pricing two-asset rainbow options with the fast Fourier transform
Levendis, Alexis
;
Mare, Eben
(
South African Statistical Association (SASA)
,
2023
)
Applying the barycentric Jacobi spectral method to price options with transaction costs in a fractional Black-Scholes framework
Nteumagné, B.F.
;
Pindza, Edson
;
Mare, Eben
(
Scientific Research Publishing
,
2014-01
)
Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models
Pindza, Edson
;
Youbi, Francis
;
Mare, Eben
;
Davison, Matt
(
American Institute of Mathematical Sciences
,
2019-06
)
Now showing items 21-30 of 34
Previous Page
1
2
3
4
Next Page
Sort Options:
Relevance
Title Asc
Title Desc
Issue Date Asc
Issue Date Desc
Results Per Page:
5
10
20
40
60
80
100
Browse
All of UPSpace
Communities & Collections
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
This Community
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
My Account
Login
Register
UPSpace Workspace
Discover
Author
Mare, Eben (34)
Pindza, Edson (8)
Van Appel, Vaughan (4)
Flint, Emlyn James (3)
Taljaard, Byran Hugo (3)
Levendis, Alexis Jacques (2)
Moutsinga, Claude Rodrigue Bambe (2)
Venter, Pierre Johan (2)
Davison, Matt (1)
De Jongh, Dawie C.J. (1)
... View More
Subject
Equities (4)
Pricing (3)
Risk (3)
Volatility (3)
Asset allocation (2)
Diversification (2)
Equal weight portfolio (2)
Equity markets (2)
Fast Fourier transform (FFT) (2)
Generalised autoregressive conditional heteroskedasticity (GARCH) (2)
... View More
Date Issued
2020 - 2023 (11)
2010 - 2019 (21)
2008 - 2009 (2)
Has File(s)
true (34)