| Optimal allocation between bank loans and treasuries with regret MP Mulaudzi, MA Petersen, IM Schoeman Optimization letters 2, 555-566, 2008 | 19 | 2008 |
| Subprime mortgage funding and liquidity risk MA Petersen, B De Waal, J Mukuddem-Petersen, MP Mulaudzi Quantitative Finance 14 (3), 545-555, 2014 | 18 | 2014 |
| A note on the subprime mortgage crisis: dynamic modelling of bank leverage profit under loan securitization MA Petersen, MP Mulaudzi, J Mukuddem-Petersen, I Schoeman Applied Economics Letters 17 (15), 1469-1474, 2010 | 15 | 2010 |
| Did bank capital regulation exacerbate the subprime mortgage crisis? MA Petersen, MC Senosi, J Mukuddem-Petersen, MP Mulaudzi, ... Discrete Dynamics in Nature and Society 2009, 2009 | 13 | 2009 |
| Optimal provisioning for bank loan losses in a robust control framework F Gideon, J Mukuddem‐Petersen, MP Mulaudzi, MA Petersen Optimal Control Applications and Methods 30 (3), 309-335, 2009 | 9 | 2009 |
| Optimal mortgage loan securitization and the subprime crisis J Mukuddem-Petersen, MP Mulaudzi, MA Petersen, IM Schoeman Optimization Letters 4, 97-115, 2010 | 6 | 2010 |
| Subprime risk and insurance with regret MA Petersen, J Mukuddem-Petersen, MP Mulaudzi, B De Waal, ... Discrete Dynamics in Nature and Society 2010, 2010 | 5 | 2010 |
| Optimal capital management in banking T Bosch, J Mukuddem-Petersen, MP Mulaudzi, MA Petersen Proceedings of the World Congress on Engineering 2, 2-4, 2008 | 5 | 2008 |
| Zeros of Gaussian power series, Hardy spaces and determinantal point processes S Mukeru, MP Mulaudzi Annals of Functional Analysis 13 (1), 15, 2022 | 3 | 2022 |
| Generalisation of fractional Cox–Ingersoll–Ross process MM Mpanda, S Mukeru, M Mulaudzi Results in Applied Mathematics 15, 100322, 2022 | 2 | 2022 |
| On the inverse problem of fractional Brownian motion and the inverse of infinite Toeplitz matrices S Mukeru, MP Mulaudzi Journal of Physics Communications 5 (10), 105020, 2021 | 2 | 2021 |
| Zeros of Gaussian power series with dependent random variables S Mukeru, MP Mulaudzi, J Nzabanita, MM Mpanda | 2 | 2020 |
| Credit derivatives and global financial crisis MP Mulaudzi, MA Petersen, J Mukuddem-Petersen Proceedings of the World Congress on Engineering and Computer Science 2, 2013 | 2 | 2013 |
| Optimizing Basel III Liquidity Coverage Ratios J Mukuddem-Petersen, MA Petersen, MP Mulaudzi Brygida Cullen (Hg.): Dynamic Programming and Bayesian Inference, Concepts …, 2014 | 1 | 2014 |
| The 2007–2009 Financial Crisis and Credit Derivatives M Mulaudzi, M Petersen, J Mukuddem-Petersen Transactions on Engineering Technologies: Special Issue of the World …, 2014 | 1 | 2014 |
| Stochastic control of credit default insurance for subprime residential mortgage‐backed securities MA Petersen, MP Mulaudzi, J Mukuddem‐Petersen, IM Schoeman, ... Optimal Control Applications and Methods 33 (4), 375-400, 2012 | 1 | 2012 |
| The subprime mortgage crisis: asset securitization and interbank lending MP Mulaudzi North-West University, 2009 | 1 | 2009 |
| Malliavin differentiability of fractional Heston-type model and applications to option pricing MM Mpanda arXiv preprint arXiv:2207.10709, 2022 | | 2022 |
| Malliavin differentiability of fractional Heston-type model and applications to option pricing M Mukendi Mpanda arXiv e-prints, arXiv: 2207.10709, 2022 | | 2022 |
| Generalisation of Fractional-Cox-Ingersoll-Ross Process M Mukendi Mpanda, S Mukeru, M Mulaudzi arXiv e-prints, arXiv: 2008.07798, 2020 | | 2020 |
