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researcher

F. J. Mhlanga

8 papers hereh-index 433 citations24 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author2
  • last author4

Across the 7 of 8 papers where every author was matched, so the position is known.

fields
  • math.CA2
  • math.PR2
  • q-fin.MF2
  • math.OC1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20172025
most citedOn the quadratic variation of the model-free price paths with jumps

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2024 · math.CAShow all

1 paper · 2 filters

math.CA2024

Local times of deterministic paths with finite variation

Darlington Hove, Farai J. Mhlanga, Rafał M. Łochowski +1

In this note, we define the numbers of level crossings by a c{à}dl{à}g (RCLL) real function x:[0,+∞)→R and, in analogy to the work of Bertoin and Yor [BY14] we…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.