An Efficient Numerical Method for Pricing Double-Barrier Options on an Underlying Stock Governed by a Fractal Stochastic Process von Nuugulu, Samuel Megameno, Gideon, Frednard, Patidar, Kailash C.

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An Efficient Numerical Scheme for a Time-Fractional Black–Scholes Partial Differential Equation Derived from the Fractal Market Hypothesis von Nuugulu, Samuel M., Gideon, Frednard, Patidar, Kailash C.

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A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics von Nuugulu, Samuel M, Gideon, Frednard, Patidar, Kailash C

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Basel III, liquidity and bank failure von Lungile N.P. Hlatshwayo, Mark Petersen, Janine Mukuddem Petersen, Frednard Gideon

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Bank Liquidity and the Global Financial Crisis von De Waal, B., Mukuddem-Petersen, Janine, Petersen, Mark A., Gideon, Frednard

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Minimizing Banking Risk in a Lévy Process Setting von Gideon, F, Mukuddem-Petersen, J, Petersen, M

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