Browsing School of Mathematical & Computational Sciences by Author "ef2ebb75-4a21-4fc1-a051-6888d68cebcd"

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  • Kgomo, Shadrack Makwena (2020)
    In this study,we consider two problems.The first one is the problem of computing hedging portfolios for options that may have discontinuous payoff functions.For this problem we use the Malliavin property called the ...

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