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Author: Augustine, Cecilia

  • Author: Giuricich, Mario Nicolo
  • Author: Hutheram, Nikhil Arnaidas
  • Author: Masawi, Chipo
  • Author: Ouwehand, Peter
  • Author: Preston, Bradley
  • Author: Ushan, Wardah
  • Author: Weimar, Nicole
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    Pairs trading: a copula approach

Author: Engelbrecht, Stephanus Francois

  • Author: Giuricich, Mario Nicolo
  • Author: Hutheram, Nikhil Arnaidas
  • Author: Masawi, Chipo
  • Author: Ouwehand, Peter
  • Author: Preston, Bradley
  • Author: Ushan, Wardah
  • Author: Weimar, Nicole
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    The LIBOR market model in the South African setting

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    Efficient numerical methods for the valuation of American barrier options
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    Equity options and stochastic interest rates : error in Black-Scholes prices and hedges for European- and American-style equity options when short rates are Ornstein-Uhlenbeck
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    Novel fitted multi-point flux approximation methods for options pricing
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    Novel fitted schemes based on mimetic finite difference method for options pricing
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    Option pricing with non-constant volatility
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    Option Pricing models with Stochastic Volatility and Jumps
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    Valuation of American Lookback-Options and the Distribution of Kronecker Sequences
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    A survey of computational methods for pricing Asian options
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    Gaussian Process Regression for Option Pricing and Hedging
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    Classification, Valuation and Real Options Analysis of Climate Change Projects in Africa: A case study of Ghana in West Africa
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    Hedging Interest-Rate Options Using Principal Components Analysis
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    A Comparison Between Break-Even Volatility and Deep Hedging For Option Pricing
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    Methods of pricing convertible bonds
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    Ridge-type regularization method for questionnaire data analysis
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    A review of the Hubble tension
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    Mixed methods and reduced integration for the circular arch problem
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    Mathematical and computational aspects of the enhanced strain finite element method
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    Heuristic optimisation and parameter estimation methods for modern cosmological surveys
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    The cost of using misspecified models to exercise and hedge American options on coupon bearing bonds
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    A visual perception-guided data augmentation method for efficient machine learning-based detection of facial micro-expressions
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    Positivity-preserving and energy-dissipating discontinuous Galerkin methods for nonlinear nonlocal Fokker–Planck equations
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    Investigating the phase space dynamics of conservative dynamical systems by the Lagrangian descriptors method
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    Application of the Lagrangian descriptors method to Hamiltonian systems with emphasis to models of barred galaxies
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    Locking-free discontinuous Galerkin methods for problems in elasticity, using linear and multilinear approximations

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    An assessment of the application of cluster analysis techniques to the Johannesburg Stock Exchange
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    Interaction between firm-level variables and stock betas : a South African perspective
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    Investigating the relationship between the Price-Earning ratio and future stock returns in the South African Market
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    Investigation of factor rotation routines in principal component analysis of stock returns
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    A Descriptive analysis of the various sources of portfolio risk on the Namibian Stock Market
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    The Credit Risk in Stock-Based Loans
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    Stock price fragility in an emerging market
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    Information theoretic measure of complexity and stock market analysis : using the JSE as a case study
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    The Ghana Stock Exchange: Concentration, Diversification, Liquidity
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    Empirical evidences of stock split market effects
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    Level Dependence in Volatility in Linear-Rational Term Structure Models
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    Linear-Rational Term Structure Models With Flexible Level-Dependent Volatility
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    Employee Stock Option Valuation with Earnings-Based Vesting Condition
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    Empirical Analysis ot the Top 800 Cryptocurrencies using Machine Learning Techniques
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    The Effects of Dilutions and Payout Policy on Equity- and Stock-linked Call Options on a Firm with Leverage
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    The study of intermetallic particles in aluminium alloy AA3104 can-body stock during homogenisation
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    Building a statistical linear factor model and a global minimum variance portfolio using estimated covariance matrices
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    A study on the effect of dilutions and buybacks on the pricing of equity and stock based claims using a finite difference mesh
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    Analysis of the cross-section of equity returns on the JSE Securities Exchange based on linear and nonlinear modeling techniques
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    The impact of macroeconomic variables on the performance of selected African stock markets
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    Advanced GARCH Modeling Techniques and Risk-Return Relationship in the Vietnamese Stock Market
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    Testing adaptive market efficiency in the presence of non-Gaussian uncertainties
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    Historically implied swaption skews using non-parametric methods
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    Strategic asset selection taxonomy : fund of hedge funds

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