Alexander Alvarez
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Closed-form approximated pricing of multivariate derivatives under switching regime models Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
| Financial modelling with multivariate mixed fractional Brownian motion | 2021-12-29 | Paper |
| Pricing basket options by polynomial approximations Journal of Applied Mathematics | 2019-03-18 | Paper |
| Trajectory-based models, arbitrage and continuity International Journal of Theoretical and Applied Finance | 2016-05-17 | Paper |
| Arbitrage and hedging in a non probabilistic framework Mathematics and Financial Economics | 2013-02-26 | Paper |
| Estimation of the instantaneous volatility Statistical Inference for Stochastic Processes | 2012-04-04 | Paper |
Research outcomes over time
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