Browsing Research Articles (Mathematics and Applied Mathematics) by Author "Mhlanga, Farai Julius"

Browsing Research Articles (Mathematics and Applied Mathematics) by Author "Mhlanga, Farai Julius"

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  • On the sensitivity analysis of energy quanto options 
    Kufakunesu, Rodwell; Mhlanga, Farai Julius; Guambe, Calisto (Taylor and Francis, 2022)
    In recent years there has been an advent of quanto options in energy markets. The structure of the payoff is rather a different type from other markets since it is written as a product of an underlying energy index and a ...