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Publications by Mussa Juma

A Study of Impact of Stochastic Volatility on Variable Annuity Pricing

Applied Mathematical Sciences

English

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Two Stochastic Volatility Processes - American Option Pricing

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Pricing American Options Under Stochastic Volatility and Stochastic Interest Rates

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Exchange Option Pricing Under Stochastic Volatility: A Correlation Expansion

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Option Pricing in Multivariate Stochastic Volatility Models of OU Type

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A General Framework for Pricing Asian Options Under Stochastic Volatility on Parallel Architectures

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