Ariel Almendral
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Person:1775608
Available identifiers
zbMath Open almendral.arielMaRDI QIDQ1775608
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 | 2008-02-25 | Paper |
| On American Options Under the Variance Gamma Process | 2007-07-16 | Paper |
| Numerical valuation of options with jumps in the underlying | 2005-05-04 | Paper |
| NEVANLINNA PARAMETRIZATION OF THE SOLUTIONS TO SOME RATIONAL MOMENT PROBLEMS | 2004-08-23 | Paper |
Research outcomes over time
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