"Probabilistic Inference of South African Equity Option Prices Under ..."

Wilson Tsakane Mongwe et al. (2022)

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DOI: 10.1109/CIFER52523.2022.9776189

access: closed

type: Conference or Workshop Paper

metadata version: 2022-06-23

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Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala:
Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes. CIFEr 2022: 1-8

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