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Showing 10 out of a total of 34 results for collection: Research Articles (Mathematics and Applied Mathematics).
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Price discovery in the cryptocurrency option market : a univariate GARCH approach
Venter, Pierre Johan
;
Mare, Eben
;
Pindza, Edson
(
Cogent OA
,
2020
)
The recovery theorem with application to risk management
Van Appel, Vaughan
;
Mare, Eben
(
South African Statistical Association
,
2020
)
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
)
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
)
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
)
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
)
Pricing two-asset rainbow options with the fast Fourier transform
Levendis, Alexis
;
Mare, Eben
(
South African Statistical Association (SASA)
,
2023
)
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
)
A robust spectral integral method for solving chaotic finance systems
Moutsinga, Claude Rodrigue Bambe
;
Pindza, Edson
;
Mare, Eben
(
Elsevier
,
2020-03
)
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
)
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Mare, Eben (34)
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