Complex Adaptive Systems (CAS) Lab

December 2026 Publications

Nanyonga, E., & Davison, M. (2026). Hedging options on asset portfolios against just one underlying asset in the presence of transaction costs. Research in Mathematics, 13(1). https://doi.org/10.1080/27684830.2026.2677424

Nanyonga, E., Kasozi, J., Mayambala, F., Kayondo, H. W., & Davison, M. (2026). A stochastic model for illiquid stock prices and its conclusion about correlation measurement. Research in Mathematics, 13(1). https://doi.org/10.1080/27684830.2026.2680821

Note: The December 2026 reporting window reflects the publication date metadata of articles, not the date that research articles are featured in issues of At the Intersections.


At the Intersections · Complex Adaptive Systems (CAS) Lab · Western University