Person:2397125: Difference between revisions
From MaRDI portal
Person:2397125
m AuthorDisambiguator moved page Person:391582 to Juan C. Arismendi: Duplicate |
m AuthorDisambiguator moved page Juan C. Arismendi to Juan C. Arismendi: Duplicate |
(No difference)
|
Latest revision as of 17:21, 11 December 2023
Available identifiers
zbMath Open arismendi.juan-carlosMaRDI QIDQ2397125
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
A moment-based analytic approximation of the risk-neutral density of American options | 2018-09-06 | Paper |
Multivariate elliptical truncated moments | 2017-05-29 | Paper |
A Monte Carlo multi-asset option pricing approximation for general stochastic processes | 2017-02-10 | Paper |
Monte Carlo approximate tensor moment simulations | 2017-01-13 | Paper |
Multivariate truncated moments | 2014-01-10 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
---|---|
MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Juan C. Arismendi