| Computation of Greeks using Malliavin Calculus FJ Mhlanga http://mam-server1.uct.ac.za/academics/postgrad/graduatethesis …, 2011 | 11* | 2011 |
| Calculations of Greeks for jump diffusion Processes FJ Mhlanga Mediterranean Journal of Mathematics 12, 1141-1160, 2015 | 7 | 2015 |
| Applications of white noise calculus to the computation of Greeks FJ Mhlanga, R Becker Communications on Stochastic Analysis 7 (4), 1, 2013 | 7 | 2013 |
| Stochastic differential game strategies in the presence of reinsurance and dividend payout FJ Mhlanga, LC Galane, N Mwareya, E Chikodza, C Guambe Journal of Industrial and Management Optimization 19 (5), 3589-3609, 2023 | 5 | 2023 |
| Student diversity and online teaching and learning of mathematics in higher education during Covid-19 lockdown: planning towards post Covid-19 era FJ Mhlanga, TM Ramoroka African Perspectives of Research in Teaching & Learning 5 (Special Issue 1 …, 2021 | 5 | 2021 |
| Local times of deterministic paths with finite variation D Hove, FJ Mhlanga, RM Łochowski, PL Zondi arXiv preprint arXiv:2405.13174, 2024 | 3 | 2024 |
| On the sensitivity analysis of energy quanto options R Kufakunesu, FJ Mhlanga, C Guambe Stochastic Analysis and Applications 40 (6), 1104-1125, 2022 | 3 | 2022 |
| On SDEs with Lipschitz coefficients, driven by continuous, model-free price paths LC Galane, RM Łochowski, FJ Mhlanga arXiv preprint arXiv:1807.05692, 2018 | 3 | 2018 |
| On the quadratic variation of the model-free price paths with jumps LC Galane, RM Łochowski, FJ Mhlanga Lithuanian Mathematical Journal 58 (2), 141-156, 2018 | 3 | 2018 |
| Optimal production and regulation of gold mining: A stochastic differential game approach MA Mutakaya, FJ Mhlanga Journal of Industrial and Management Optimization 20 (4), 1458-1482, 2024 | 1 | 2024 |
| On the sensitivity analysis of spread options using Malliavin calculus SM Kgomo, FJ Mhlanga Novi Sad Journal of Mathematics 53 (2), 131-153., 2023 | 1 | 2023 |
| On the sensitivity analysis of spread options using Malliavin calculus FJ Mhlanga, SM Kgomo arXiv preprint arXiv:2106.04901, 2021 | 1 | 2021 |
| The Value of Information under Partial Information for Exponential Utility FJ Mhlanga, M Dube Journal of Stochastic Analysis 1 (3), 1-16, 2020 | 1 | 2020 |
| Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus SC Nkosi, FJ Mhlanga arXiv preprint arXiv:2502.05942, 2025 | | 2025 |
| Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus S Confrence Nkosi, FJ Mhlanga arXiv e-prints, arXiv: 2502.05942, 2025 | | 2025 |
| Quadratic variation and local times of the horizontal component of the Peano curve (square filling curve) D Hove, PL Zondi, RM Łochowski, FJ Mhlanga arXiv preprint arXiv:2501.07966, 2025 | | 2025 |
| Optimal investment and reinsurance strategies with federal income tax under the Geometric Mean Reversion (GMR) model WF Mwigilwa, FJ Mhlanga, E Sinkwembe Journal of Industrial and Management Optimization, 0-0, 2024 | | 2024 |
| BSDE with Jumps When Mean Reflection Is Nonlinear FM Winfrida, FJ Mhlanga International Journal of Mathematics and Mathematical Sciences 2024, 2024 | | 2024 |
| BSDE with Jumps When Mean Reflection Is Nonlinear WF Mwigilwa, FJ Mhlanga International Journal of Mathematics and Mathematical Sciences 2024 (1), 9963889, 2024 | | 2024 |
| On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales LC Galane, RM Łochowski, FJ Mhlanga Electronic Communications in Probability 28 (14), 1-12, 2023 | | 2023 |