Browsing by Author Makumbe, Zororo S.
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2023 | A hybrid stochastic volatility model in a Lévy market | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo S.; Vives i Santa Eulàlia, Josep, 1963- |
5-Jan-2022 | Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo S.; Vives i Santa Eulàlia, Josep, 1963- |