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Search Results - Van Zyl, A.J.
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An application of an entropy principle to short term interest rate modelling
Published 2013Other Authors: “…Van Zyl, A.J.…”
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Transform analysis of affine jump diffusion processes with applications to asset pricing
Published 2013Other Authors: “…Van Zyl, A.J.…”
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The Hurst parameter and option pricing with fractional Brownian motion
Published 2013Other Authors: “…Van Zyl, A.J.…”
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Path-dependent volatility and the preservation of PDEs
Published 2017Other Authors: “…Van Zyl, A.J.…”
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A finite element approach to pricing Barrier options
Published 2017Other Authors: “…Van Zyl, A.J.…”
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