SIMC 2012
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Browsing SIMC 2012 by Author "Mataramvura, Sure"
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- ItemCompletion of markets by variation processesMataramvura, Sure; Mgobhozi, Wiseman Sivuyile; Dankelmann, PeterPaper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012
- ItemThe Malliavin derivative and application to pricing and hedging a European exchange optionMataramvura, SurePaper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012