| Risk minimizing portfolios and HJBI equations for stochastic differential games S Mataramvura, B Øksendal Stochastics An International Journal of Probability and Stochastic Processes …, 2008 | 215 | 2008 |
| Parameter estimation for stable distributions with application to commodity futures log-returns M Kateregga, S Mataramvura, D Taylor Cogent Economics & Finance 5 (1), 1318813, 2017 | 53 | 2017 |
| The Donsker delta function of a Lévy process with application to chaos expansion of local time S Mataramvura, B Øksendal, F Proske Annales de l'IHP Probabilités et statistiques 40 (5), 553-567, 2004 | 27 | 2004 |
| Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions CS Huang, JG O’Hara, S Mataramvura Journal of Computational and Applied Mathematics 311, 230-238, 2017 | 16 | 2017 |
| Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility CS Huang, JG O'Hara, S Mataramvura Applied Mathematics and Computation 414, 126669, 2022 | 9 | 2022 |
| The Malliavin derivative and application to pricing and hedging a European exchange option S Mataramvura Scientific Research Publishing, 2012 | 6 | 2012 |
| Risk minimizing portfolios and HJB equations for stochastic differential games. E-print, University of Oslo 40/2005 S Mataramvura, B Øksendal Stochastics, 0 | 6 | |
| Modelling financial information by conditioning D Ikpe, S Mataramvura, R Becker Communications on Stochastic Analysis 8 (1), 7, 2014 | 5 | 2014 |
| Completion of markets by variation processes S Mataramvura, WS Mgobhozi, P Dankelmann | 2 | 2015 |
| Valuation of inflation-linked annuities in a Levy market S Mataramvura Journal of Applied Mathematics 2011, 2011 | 2 | 2011 |
| Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes LJ Mbigili, S Mataramvura, WM Charles Journal of Mathematical Finance 10 (01), 10, 2019 | 1 | 2019 |
| Highly Efficient Option Valuation under the Double Jump Framework with Stochastic Volatility and Jump Intensity Based on shannon Wavelet Inverse Fourier Technique CS Huang, JG O'Hara, S Mataramvura Available at SSRN 3087866, 2017 | 1 | 2017 |
| Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives M Kateregga, S Mataramvura, D Taylor Cogent Economics & Finance 5 (1), 1384125, 2017 | 1 | 2017 |
| On risk minimizing portfolios and martingale measures in Lévy markets S Mataramvura Preprint series. Pure mathematics http://urn. nb. no/URN: NBN: no-8076, 2009 | 1 | 2009 |
| A Hybrid Neural Network GARCH Approach to Forecasting Zimbabwean Inflation Volatility NEN Chitambo, D Lee, S Mataramvura African Finance Journal 23 (1), 56-73, 2021 | | 2021 |
| Comparison of numerical methods to price zero coupon bonds in a two-factor CIR model S Emslie, S Mataramvura South African Actuarial Journal 20 (1), 109-147, 2020 | | 2020 |
| An optimal reinsurance management and dividend payout strategy when the insurer’s reserve is an Ito–Levy process S Mataramvura Cogent Economics & Finance 7 (1), 1698939, 2019 | | 2019 |
| Bismut-Elworthy-Li formula for subordinated Brownian motion applied to hedging financial derivatives (vol 5, 1384125, 2017) M Kateregga, S Mataramvura, D Taylor COGENT ECONOMICS & FINANCE 5 (1), 2018 | | 2018 |
| Subordinated affine structure models for commodity future prices M Kateregga, S Mataramvura, D Taylor Cogent Economics & Finance 6 (1), 1512360, 2018 | | 2018 |
| Valuation of inflation linked derivatives in a Lévy market S Mataramvura 26th SAMSA CONFERENCE, 2008 | | 2008 |
