-
1دورية أكاديمية
المؤلفون: Sure Mataramvura
المصدر: Cogent Economics & Finance, Vol 7, Iss 1 (2019)
مصطلحات موضوعية: optimal premium, hjb equation, reinsurance, optimal dividend, Finance, HG1-9999, Economic theory. Demography, HB1-3840
وصف الملف: electronic resource
Relation: https://doaj.org/toc/2332-2039
-
2دورية أكاديمية
المؤلفون: Sure Mataramvura
المصدر: Journal of Applied Mathematics, Vol 2011 (2011)
مصطلحات موضوعية: Mathematics, QA1-939
وصف الملف: electronic resource
-
3
المؤلفون: S. Emslie, Sure Mataramvura
المصدر: South African Actuarial Journal. 20:109-147
مصطلحات موضوعية: Alternating direction implicit method, Runge–Kutta methods, Cox–Ingersoll–Ross model, Bond valuation, Numerical analysis, Ordinary differential equation, Ode, Finite difference, Applied mathematics, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::dd56f106f33a261e9690602bf6ef3779
https://doi.org/10.4314/saaj.v20i1.5 -
4دورية أكاديمية
المؤلفون: Nigel E.N. Chitambo, Darren Lee, Sure Mataramvura
المصدر: Africagrowth Institute, The African Finance Journal. 23(1):56-73
-
5
المصدر: Journal of Mathematical Finance. 10:10-26
مصطلحات موضوعية: Stochastic control, Mathematical optimization, 050208 finance, Stochastic modelling, 05 social sciences, Mathematics::Optimization and Control, Hamilton–Jacobi–Bellman equation, Hyperbolic absolute risk aversion, Exponential utility, Computer Science::Computational Engineering, Finance, and Science, 0502 economics and business, Portfolio, Portfolio optimization, Project portfolio management, 050205 econometrics, Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::108bf9708ada454476900967802f1f02
https://doi.org/10.4236/jmf.2020.101002 -
6
المؤلفون: John G. O'Hara, Sure Mataramvura, Chun-Sung Huang
المصدر: Applied Mathematics and Computation. 414:126669
مصطلحات موضوعية: Stochastic volatility, Computer science, Applied Mathematics, Fast Fourier transform, Double exponential function, Shannon wavelet, Computational Mathematics, symbols.namesake, Fourier transform, Convergence (routing), symbols, Jump, Applied mathematics, Volatility (finance)
-
7
المؤلفون: Sure Mataramvura, John G. O'Hara, Chun-Sung Huang
المصدر: Journal of Computational and Applied Mathematics. 311:230-238
مصطلحات موضوعية: TheoryofComputation_MISCELLANEOUS, Computer Science::Computer Science and Game Theory, 050208 finance, Current (mathematics), Applied Mathematics, 05 social sciences, Fast Fourier transform, Jump diffusion, Asset allocation, 010103 numerical & computational mathematics, 01 natural sciences, Computational Mathematics, 0502 economics and business, Mean reversion, Benchmark (computing), Asian option, 0101 mathematics, Arithmetic, Sine and cosine transforms, Mathematics
-
8
المؤلفون: Joseph Ackora-Prah, Perpetual Saah Andam, Sure Mataramvura
المصدر: Applied Mathematics. :987-1000
مصطلحات موضوعية: Stochastic volatility, General Medicine, Implied volatility, 01 natural sciences, Quadratic variation, Standard deviation, 010104 statistics & probability, Stochastic differential equation, Econometrics, Forward volatility, Jump, Applied mathematics, 0101 mathematics, Volatility (finance), Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::d1ff3c964bfc97b8496b7ff9d947fb81
https://doi.org/10.4236/am.2017.87077 -
9
المؤلفون: Sure Mataramvura, Perpetual Saah Andam, Joseph Ackora-Prah
المصدر: Journal of Mathematical Finance. :633-656
مصطلحات موضوعية: Continuous-time stochastic process, Stochastic volatility, 010102 general mathematics, 01 natural sciences, Quadratic variation, 010104 statistics & probability, Stochastic differential equation, Constant elasticity of variance model, Compound Poisson process, Econometrics, Jump, Applied mathematics, 0101 mathematics, Volatility (finance), Mathematics
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::6f40f906685fafa391f7768a15f2433a
https://doi.org/10.4236/jmf.2017.73033 -
10
المؤلفون: David Taylor, Michael Kateregga, Sure Mataramvura
المساهمون: Department of Finance and Tax, Faculty of Commerce
المصدر: Cogent Economics & Finance, Vol 5, Iss 1 (2017)
Cogent Economics and Financeمصطلحات موضوعية: Economics and Econometrics, General Economics (econ.GN), 02 engineering and technology, 01 natural sciences, Quantitative Finance - Economics, Shape parameter, FOS: Economics and business, 010104 statistics & probability, stable distribution, density estimation, lcsh:Finance, lcsh:HG1-9999, 0202 electrical engineering, electronic engineering, information engineering, Range (statistics), ddc:330, Applied mathematics, 0101 mathematics, 62G07, 62G05, Mathematics, Parametric statistics, Estimation theory, lcsh:Economic theory. Demography, 020206 networking & telecommunications, Stable distribution, lcsh:HB1-3840, Rate of convergence, Skewness, parameter estimation, Finance, Quantile
وصف الملف: application/pdf
URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c67f45d2c03f5efd713e4cd22f5772d
http://arxiv.org/abs/1706.09756