Sure Mataramvura

According to our database, Sure Mataramvura authored at least 3 papers between 2011 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2022

Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility.

Chun-Sung Huang, John G. O'Hara, Sure Mataramvura

Appl. Math. Comput., 2022

2017

Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions.

Chun-Sung Huang, John G. O'Hara, Sure Mataramvura

J. Comput. Appl. Math., 2017

2011

Valuation of Inflation-Linked Annuities in a Lévy Market.

Sure Mataramvura

J. Appl. Math., 2011