Search Results - Van Zyl, A.J.

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  1. An application of an entropy principle to short term interest rate modelling

    Published 2013
    Other Authors: “…Van Zyl, A.J.…”
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  2. Transform analysis of affine jump diffusion processes with applications to asset pricing

    Published 2013
    Other Authors: “…Van Zyl, A.J.…”
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  3. The Hurst parameter and option pricing with fractional Brownian motion

    Published 2013
    Other Authors: “…Van Zyl, A.J.…”
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  4. Path-dependent volatility and the preservation of PDEs

    Published 2017
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  5. A finite element approach to pricing Barrier options

    Published 2017
    Other Authors: “…Van Zyl, A.J.…”
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