Canhanga, Betuel: search on Z-Library

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1

Modeling Exchange Rate Volatility using APARCH Models

Ogutu, Carolyn, Canhanga, Betuel, Biganda, Pitos

Journal:

Journal of the Institute of Engineering

Year:

2018

Language:

english

File:

PDF, 507 KB

english, 2018

2

AIP Conference Proceedings [Author(s) ICNPAA 2016 WORLD CONGRESS: 11th International Conference on Mathematical Problems in Engineering, Aerospace and Sciences - La Rochelle, France (4–8 July 2016)] - Numerical methods on European option second order asymptotic expansions for multiscale stochastic volatility

Canhanga, Betuel, Ni, Ying, Rančić, Milica, Malyarenko, Anatoliy, Silvestrov, Sergei

Year:

2017

Language:

english

File:

PDF, 167 KB

english, 2017

3

Analytical and Numerical Studies on the Second Order Asymptotic Expansion Method for European Option Pricing under Two-factor Stochastic Volatilities

Canhanga, Betuel, Malyarenko, Anatoliy, Ni, Ying, Rančić, Milica, Silvestrov, Sergei

Journal:

Communication in Statistics- Theory and Methods

Year:

2017

Language:

english

File:

PDF, 1.04 MB

english, 2017

4

AIP Conference Proceedings [Author(s) ICNPAA 2016 WORLD CONGRESS: 11th International Conference on Mathematical Problems in Engineering, Aerospace and Sciences - La Rochelle, France (4–8 July 2016)] - Approximation methods of European option pricing in multiscale stochastic volatility model

Ni, Ying, Canhanga, Betuel, Malyarenko, Anatoliy, Silvestrov, Sergei

Year:

2017

Language:

english

File:

PDF, 160 KB

english, 2017

5

Numerical Studies on Asymptotics of European Option Under Multiscale Stochastic Volatility

Canhanga, Betuel, Malyarenko, Anatoliy, Murara, Jean-Paul, Ni, Ying, Silvestrov, Sergei

Journal:

Methodology and Computing in Applied Probability

Year:

2017

Language:

english

File:

PDF, 423 KB

english, 2017

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