Eric Djeutcha

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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!

PublicationDate of PublicationType
Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model
Annals of Operations Research
2024-05-30Paper
Local and implied volatilities with the mixed-modified-fractional-Dupire model
Chaos, Solitons and Fractals
2022-08-29Paper
scientific article; zbMATH DE number 7049505 (Why is no real title available?)2019-04-30Paper


Research outcomes over time


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