Author Details

Maré, Eben, Department of Mathematics and Applied Mathematics, University of Pretoria, South Africa

Vol 20, No 1 (2017) - Original Research
A proposed best practice model validation framework for banks
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Vol 20, No 1 (2017) - Original Research
Fractional Black–Scholes option pricing, volatility calibration and implied Hurst exponents in South African context
Abstract HTML EPUB XML PDF

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South African Journal of Economic and Management Sciences | ISSN: 1015-8812 (PRINT) | ISSN: 2222-3436 (ONLINE)