Ariel Almendral
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 |
|---|---|---|
| Accurate Evaluation of European and American Options Under the CGMY Process SIAM Journal on Scientific Computing | 2008-02-25 | Paper |
| On American Options Under the Variance Gamma Process Applied Mathematical Finance | 2007-07-16 | Paper |
| Numerical valuation of options with jumps in the underlying Applied Numerical Mathematics | 2005-05-04 | Paper |
| NEVANLINNA PARAMETRIZATION OF THE SOLUTIONS TO SOME RATIONAL MOMENT PROBLEMS Analysis | 2004-08-23 | Paper |
Research outcomes over time
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