Walter Mudzimbabwe

According to our database, Walter Mudzimbabwe authored at least 5 papers between 2012 and 2019.

Collaborative distances:

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

2019

A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model.

Walter Mudzimbabwe

J. Comput. Appl. Math., 2019

2017

Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model.

Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov

Numer. Algorithms, 2017

2016

IMEX schemes for a parabolic-ODE system of European options with liquidity shocks.

Walter Mudzimbabwe, Lubin G. Vulkov

J. Comput. Appl. Math., 2016

American Options in an Illiquid Market: Nonlinear Complementary Method.

Walter Mudzimbabwe, Lubin G. Vulkov

Proceedings of the Numerical Analysis and Its Applications - 6th International Conference, 2016

2012

A reliable numerical method to price arithmetic Asian options.

Walter Mudzimbabwe, Kailash C. Patidar, Peter J. Witbooi

Appl. Math. Comput., 2012