Zororo Makumbe

Research Assistant/Lecturer

Edith Cowan University

Australia

Research Interests

Explore related searches

Professors in Australia

Contact this professor

Get a free first email built on one of their papers, ready for you to edit and send yourself.

About

Zororo Makumbe is a Research Assistant and Lecturer at Edith Cowan University in Australia. His research focuses on stochastic volatility models, particularly in the context of option pricing. Recent publications include works on jump-diffusion models and two-factor Heston-Kou frameworks, capturing key financial phenomena such as the leverage effect.

Articles (3)

Year:

2025

Year:

2024

Year:

2022

Collaborators (1)

Stephane Goutte

Full University Professor

Université Paris-Saclay

FRANCE

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Zororo Makumbe

Research Interests

Explore related searches

Contact this professor

About

Articles (3)

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

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

Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset

Collaborators (1)

Stephane Goutte

Make your next move.