Zororo S. Makumbe

According to our database, Zororo S. Makumbe authored at least 2 papers between 2024 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models.

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives

Math. Comput. Simul., 2025

2024

Approximate option pricing under a two-factor Heston-Kou stochastic volatility model.

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives

Comput. Manag. Sci., June, 2024