A reliable numerical method to price arithmetic Asian options. - Walter Mudzimbabwe; Kailash C. Patidar; Peter J. Witbooi (Appl. Math. Comput., 2012)

American Options in an Illiquid Market: Nonlinear Complementary Method. - Walter Mudzimbabwe; Lubin G. Vulkov (NAA, 2016)

IMEX schemes for a parabolic-ODE system of European options with liquidity shocks. - Walter Mudzimbabwe; Lubin G. Vulkov (J. Comput. Appl. Math., 2016)

Fourth-order compact schemes for a parabolic-ordinary system of European option pricing liquidity shocks model. - Miglena N. Koleva; Walter Mudzimbabwe; Lubin G. Vulkov (Numer. Algorithms, 2017)

A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model. - Walter Mudzimbabwe (J. Comput. Appl. Math., 2019)