Jean-Paul Murara

Available identifiers

zbMath Open murara.jean-paulWikidataQ103296784 ScholiaQ103296784MaRDI QIDQ1694497

List of research outcomes

Publication	Date of Publication	Type
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities	2021-09-08	Paper
Numerical studies on asymptotics of European option under multiscale stochastic volatility	2018-02-02	Paper
Pricing European Options Under Stochastic Volatilities Models	2017-02-17	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

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