Concepedia

Sure Mataramvura

SM

5

Publications

250

Citations

5

H-Index

2004

Active since

Affiliations

University of Cape Town(Current)

University of KwaZulu-Natal

University of Zimbabwe

University of Essex

Sure Mataramvura is an author at University of Cape Town specializing in business, asset pricing, and financial engineering.

ORCID

Top concepts

Publications per year

2004–2021

5

Publications

5

Risk minimizing portfolios and HJBI equations for stochastic differential games

Sure Mataramvura, Bernt Øksendal · Stochastics · 2008 · 168 citations

, , +16

Parameter estimation for stable distributions with application to commodity futures log-returns

M. Kateregga, Sure Mataramvura, Dale Taylor · Cogent Economics & Finance · 2017 · 44 citations · Full text

The Donsker delta function of a L�vy process with application to chaos expansion of local time

Sure Mataramvura · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2004 · 15 citations

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 · Journal of Computational and Applied Mathematics · 2016 · 13 citations

, , +7

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 · Applied Mathematics and Computation · 2021 · 10 citations · Full text

Rows per page

1–5 of 5