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 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 |
Research outcomes over time
This page was built for person: Sebastian Del Baño Rollin
