Walter Mudzimbabwe

Publication Activity (10 Years)

Years Active: 2012-2019
Publications (10 Years): 4

Top Topics

Finite Difference Method

Numerical Solution

Differential Equations

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

Numer. Algorithms

Publications

Walter Mudzimbabwe
A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. J. Comput. Appl. Math. 360 (2019)
Miglena N. Koleva, Walter Mudzimbabwe, Lubin G. Vulkov
Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. Numer. Algorithms 74 (1) (2017)
Walter Mudzimbabwe, Lubin G. Vulkov
IMEX schemes for a parabolic-ODE system of European options with liquidity shocks. J. Comput. Appl. Math. 299 (2016)
Walter Mudzimbabwe, Lubin G. Vulkov
American Options in an Illiquid Market: Nonlinear Complementary Method. NAA (2016)
Walter Mudzimbabwe, Kailash C. Patidar, Peter J. Witbooi
A reliable numerical method to price arithmetic Asian options. Appl. Math. Comput. 218 (22) (2012)