Published

• Parameter estimation for stable distributions with application to commodity futures log-returns

Cogent Economics & Finance, Volume 5, 2017 - Issue 1, Article: 1318813

M. Kateregga, S. Mataramvura & D. Taylor | Xibin Zhang (Reviewing Editor)

• Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives

Cogent Economics & Finance, Volume 5, 2017 - Issue 1, Article: 1384125

M. Kateregga, S. Mataramvura & D. Taylor | Xibin Zhang (Reviewing Editor)

Working papers

• Subordianted affine structure models for commodity futures prices

Accepted for publication in Cogent Economics & Finance under Ref: COGENTECON-2018-0113R1

Other projects

• Portfolio Analysis, 2014
• Perturbation methods in derivatives pricing under stochastic volatility, 2012
• Pricing and Hedging of Barrier Options, 2011