Valuation of Inflation-Linked Annuities in a Lévy Market. - Sure Mataramvura (J. Appl. Math., 2011)

Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions. - Chun-Sung Huang; John G. O'Hara; Sure Mataramvura (J. Comput. Appl. Math., 2017)

Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility. - Chun-Sung Huang; John G. O'Hara; Sure Mataramvura (Appl. Math. Comput., 2022)