Eriyoti Chikodza

According to our database, Eriyoti Chikodza authored at least 5 papers between 2017 and 2025.

Collaborative distances:

• Dijkstra number of seven.
• Erdős number of six.

2025

Optimal portfolio selection in jump-uncertain stochastic markets via maximum principle and dynamic programming.

Clift Kudzai Hlahla, Eriyoti Chikodza, Cathrine Kazunga, Mangwiro Magodora

Frontiers Appl. Math. Stat., 2025

2020

Numerical methods for first order uncertain stochastic differential equations.

Justin Chirima, Eriyoti Chikodza, Senelani Dorothy Hove-Musekwa

Int. J. Math. Oper. Res., 2020

2019

A stock model with jumps for Itô-Liu financial markets.

Frank Ranganai Matenda, Eriyoti Chikodza

Soft Comput., 2019

Uncertain Stochastic Option Pricing in the Presence of Uncertain Jumps.

Justin Chirima, Eriyoti Chikodza, Senelani Dorothy Hove-Musekwa

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2019

2017

Optimal combined dividend and reinsurance policies under interest rate in Lévy markets.

Sivuyile W. Mgobhozi, Eriyoti Chikodza

Int. J. Math. Oper. Res., 2017