Walter Mudzimbabwe

Available identifiers

zbMath Open mudzimbabwe.walterMaRDI QIDQ245164

List of research outcomes

Publication	Date of Publication	Type
A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model	2019-07-26	Paper
Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks	2019-02-28	Paper
High Order Compact Schemes for Option Pricing with Liquidity Shocks	2019-02-28	Paper
American Options in an Illiquid Market: Nonlinear Complementary Method	2017-07-07	Paper
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model	2017-01-12	Paper
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks	2016-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q2945108	2015-09-09	Paper
A reliable numerical method to price arithmetic Asian options	2013-12-23	Paper
European basket option pricing by maximizing over a subset of lower bounds	2013-11-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Walter Mudzimbabwe