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Blessing Taruvinga
Blessing Taruvinga
Research Scientist, CSIRO Data61
Verified email at data61.csiro.au - Homepage
Title
Cited by
Cited by
Year
Pricing American options with jumps in asset and volatility
B Taruvinga, B Kang, C Sklibosios Nikitopoulos
Available at SSRN 3272506, 2018
32018
The impact of jumps on American option pricing: The S&P 100 options case.
B Kang, C Sklibosios Nikitopoulos, E Schlögl, B Taruvinga
Available at SSRN 3315150, 2019
12019
Solving Selected Problems on American Option Pricing with the Method of Lines
B Taruvinga
PQDT-Global, 2019
2019
QUANTITATIVE FINANCE RESEARCH CENTRE
B Taruvinga, B Kang, CS Nikitopoulos
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Articles 1–4