Ariel Almendral
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Person:1775608
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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