Wilson Tsakane Mongwe, Thendo Sidogi, Rendani Mbuvha, Tshilidzi Marwala. Probabilistic Inference of South African Equity Option Prices Under Jump-Diffusion Processes. In IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022, Helsinki, Finland, May 4-5, 2022. pages 1-8, IEEE, 2022. [doi]
Abstract is missing.