Juan C. Arismendi
From MaRDI portal
Person:2397125
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
