Browsing by Author Makumbe, Zororo Stanelake
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| 2023 | A hybrid stochastic volatility model in a Lévy market | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo Stanelake; Vives i Santa Eulàlia, Josep, 1963- |
| 21-Jan-2025 | Approximate option pricing for jump-diffusion stochastic volatility models | Makumbe, Zororo Stanelake |
| 3-Nov-2023 | Approximate option pricing under a two factor Heston-Kou stochastic volatility model | El-Khatib, Youssef; Makumbe, Zororo Stanelake; 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 Stanelake; Vives i Santa Eulàlia, Josep, 1963- |