Sebastian Del Baño Rollin

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
Risk-neutral pricing and hedging of in-play football bets Applied Mathematical Finance	2019-05-08	Paper
Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research	2018-02-06	Paper
Full and fast calibration of the Heston stochastic volatility model European Journal of Operational Research	2018-02-06	Paper
On the density of log-spot in the Heston volatility model Stochastic Processes and their Applications	2010-09-15	Paper
Antithetic variates in higher dimensions	2009-02-24	Paper
A new look at the Heston characteristic function	2009-02-12	Paper
A new look at the Heston characteristic function (available as arXiv preprint)	2009-01-01	Paper
Antithetic variates in higher dimensions (available as arXiv preprint)	2009-01-01	Paper
A Torelli type theorem for the moduli space of parabolic vector bundles over curves. Mathematical Proceedings of the Cambridge Philosophical Society	2001-11-01	Paper
On the motive of a quotient variety Collectanea Mathematica	1998-09-08	Paper
The motive of some moduli spaces of vector bundles over a curve	1995-01-31	Paper
The motive of some moduli spaces of vector bundles over a curve (available as arXiv preprint)	1995-01-01	Paper

Research outcomes over time

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