| Pairs trading on the johannesburg stock exchange HP Mashele, SE Terblanche, JH Venter Investment Analysts Journal 2013 (78), 13-26, 2013 | 12 | 2013 |
| Prediction of stock price movement using continuous time models ME Sonono, HP Mashele Journal of Mathematical Finance 5 (02), 178, 2015 | 10 | 2015 |
| A Crank-Nicolson finite difference approach on the numerical estimation of rebate barrier option prices N Umeorah, P Mashele Cogent Economics & Finance, 2019 | 9 | 2019 |
| Estimation of bid-ask prices for options on LIBOR based instruments ME Sonono, HP Mashele Finance Research Letters 19, 33-41, 2016 | 8 | 2016 |
| boundedness of (C, 1) means of orthonormal expansions for general exponential weights DS Lubinsky, HP Mashele Journal of computational and applied mathematics 145 (2), 387-405, 2002 | 7 | 2002 |
| Quantification of model risk that is caused by model misspecification MB Seitshiro, HP Mashele Journal of Applied Statistics 49 (5), 1065-1085, 2022 | 5 | 2022 |
| Barrier options and Greeks: Modeling with neural networks N Umeorah, P Mashele, O Agbaeze, JC Mba Axioms 12 (4), 384, 2023 | 4 | 2023 |
| Assessment of model risk due to the use of an inappropriate parameter estimator MB Seitshiro, HP Mashele Cogent Economics & Finance 8 (1), 1710970, 2020 | 4 | 2020 |
| Aligning the economic capital of model risk with the strategic objectives of an enterprise HP Mashele North-West University (South Africa), Potchefstroom Campus, 2016 | 4 | 2016 |
| Assessing the risks of trading strategies using acceptability Indices ME Sonono Journal of Mathematical Finance 3 (04), 465, 2013 | 4 | 2013 |
| Extension of the Dirichlet-Jordan convergence criterion for exponential weights HP Mashele Quaestiones Mathematicae 27 (3), 321-337, 2004 | 3 | 2004 |
| Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives N Umeorah, P Mashele, M Ehrhardt Journal of Credit Risk 17 (1), 2019 | 2 | 2019 |
| A comparative study on barrier option pricing using antithetic and Quasi Monte-Carlo simulations N Umeorah, P Mashele Journal of Mathematics and Statistics 14 (1), 94-106, 2018 | 2 | 2018 |
| Credit derivative valuation and parameter estimation for multi-factor affine CIR-type hazard rate model APB Maboulou, HP Mashele Journal of Mathematical Finance 5 (3), 273-285, 2015 | 2 | 2015 |
| Mhaskar-Prestin operators for Freud weights HP Mashele East journal on approximations 8 (4), 501-510, 2002 | 2 | 2002 |
| Valuation of basket credit default swaps under stochastic default intensity models N Umeorah, M Ehrhardt, P Mashele Advances in Applied Mathematics and Mechanics 12 (5), 1301-1326, 2020 | 1 | 2020 |
| Preprint Elliptical and Archimedean copula models: an application to the price estimation of portfolio credit derivatives N Umeorah, P Mashele, M Ehrhardt | 1 | 2019 |
| The generalized functions of the second kind for general exponential weights HP Mashele Quaestiones Mathematicae 33 (4), 477-484, 2010 | 1 | 2010 |
| On the difference of orthonormal polynomials DG Kubayi, HP Mashele Quaestiones Mathematicae 26 (3), 347-353, 2003 | 1 | 2003 |
| The Mhaskar-Prestin operators for general exponential weights P Mashele Rend. Circ. Mat. Palermo 68, 671-681, 2002 | 1 | 2002 |
