Juan C. Arismendi
From MaRDI portal
Person:2397125
Available identifiers
zbMath Open arismendi.juan-carlosMaRDI QIDQ2397125
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 |
|---|---|---|
| A moment-based analytic approximation of the risk-neutral density of American options | 2018-09-06 | Paper |
| Multivariate elliptical truncated moments | 2017-05-29 | Paper |
| A Monte Carlo multi-asset option pricing approximation for general stochastic processes | 2017-02-10 | Paper |
| Monte Carlo approximate tensor moment simulations. | 2017-01-13 | Paper |
| Multivariate truncated moments | 2014-01-10 | Paper |
Research outcomes over time
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