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Fractional Black–Scholes option pricing, volatility calibration and implied Hurst exponents in South African context
Flint, Emlyn James
;
Mare, Eben
(
University of Pretoria, Department of Economics
,
2017-03-29
)
A lagrange regularized kernel method for solving multi-dimensional time-fractional heat equations
Pindza, Edson
;
Mba, Jules Clement
;
Mare, Eben
;
Moubandjo, Desiree
(
De Gruyter
,
2016
)
A robust spectral integral method for solving chaotic finance systems
Moutsinga, Claude Rodrigue Bambe
;
Pindza, Edson
;
Mare, Eben
(
Elsevier
,
2020-03
)
A proposed best practice model validation framework for banks
De Jongh, Pieter J. (Riaan)
;
Larney, Janette
;
Mare, Eben
;
Van Vuuren, Gary W.
;
Verster, Tanja
(
University of Pretoria, Department of Economics
,
2017-06-23
)
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