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Zororo S. Makumbe

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2025
[j2]
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Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models. Math. Comput. Simul. 231: 276-293 (2025)
2024
[j1]
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Youssef El-Khatib, Zororo S. Makumbe, Josep Vives:
Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. Comput. Manag. Sci. 21(1): 3 (2024)

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