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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 q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2018

On the sensitivity analysis of energy quanto options

Rodwell Kufakunesu, Farai Mhlanga

In recent years there has been an advent of quanto options in energy markets. The structure of the payoff is rather a different type from other markets since it is written as a pro…

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