| Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset Y El-Khatib, S Goutte, ZS Makumbe, J Vives Finance Research Letters 44, 102072, 2022 | 2 | 2022 |
| A hybrid stochastic volatility model in a Lévy market Y El-Khatib, S Goutte, ZS Makumbe, J Vives International Review of Economics & Finance 85, 220-235, 2023 | 1 | 2023 |
| Mathematical Modelling for Bio-nutrient Removal in Sewage Treatment using Acti-zyme as Bio-catalyst MM Manyuchi, DIO Ikhu-Omoregbe, OO Oyekola, W Zvarevashe, ... BioMath Communications 2 (1), 2015 | 1 | 2015 |
| Approximate option pricing under a two-factor Heston–Kou stochastic volatility model J El-Khatib, Y., Makumbe, Z.S. & Vives Computational Management Science 21 (3), 2024 | | 2024 |
| Alos type approximative pricing of the two factor stochastic volatiity model with double exponential jumps Z Makumbe, J Vives, Y El-Khatib International Conference on Research in Applied Mathematics and Computer …, 2022 | | 2022 |
| Third International Conference on Computational Finance. Book of abstracts: A Coruña, 8-12 July 2019 Í Arregui, JA García Rodríguez, C Vázquez Universidade da Coruña, 2019 | | 2019 |
| VALIDATION (or DIAGNOSIS) OF THE MATHEMATICAL MODELS FOR BIOGAS AND BIOSOLIDS GENERATION FROM SEWAGE SLUDGE USING ACTI-ZYME AS BIOCATALYST MM Manyuchi, DIO Ikhu-Omoregbe, OO Oyekola, W Zvarevashe, ... UNISA, 2016 | | 2016 |
| Mathematical modelling for bio-nutrient removal during anaerobic sewage treatment using Acti-zyme as biocatalyst for sustainable sewage treatment MM Manyuchi, DIO Ikhu-Omoregbe, O Oyekola, W Zvarevashe, ... World Engineering Conference and Convention, 2015 | | 2015 |
| Some results on the Hybrid Heston-SLV Model With Jumps: Pricing, Hedging and Sensitivities. A Malliavin approach ZS Makumbe, Y El-Khatib, J Vives 3rd International Conference on Computational Finance (ICCF2019), 201, 0 | | |
Josep VivesFacultat de Matemàtiques i Informàtica, Universitat de BarcelonaVerified email at ub.edu
