Minoo Bakhshmohammadlou
From MaRDI portal
Person:2119813
Available identifiers
zbMath Open bakhshmohammadlou.minooMaRDI QIDQ2119813
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus | 2022-03-30 | Paper |
A note on the hedging of options by Malliavin calculus in a jump-diffusion market | 2019-03-22 | 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 |
This page was built for person: Minoo Bakhshmohammadlou