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 |
|---|---|---|
| Watanabe's expansion: a solution for the convexity conundrum Quantitative Finance | 2025-07-18 | Paper |
| Introduction to Financial Derivatives with Python | 2023-02-13 | Paper |
| A fractional model for the COVID-19 pandemic: Application to Italian data Stochastic Analysis and Applications | 2021-11-18 | Paper |
| Decomposition formula for rough Volterra stochastic volatility models International Journal of Theoretical and Applied Finance | 2021-06-18 | Paper |
| Decomposition formula for jump diffusion models International Journal of Theoretical and Applied Finance | 2019-01-10 | Paper |
| Option price decomposition in spot-dependent volatility models and some applications International Journal of Stochastic Analysis | 2018-10-15 | Paper |
| A generic decomposition formula for pricing vanilla options under stochastic volatility models International Journal of Stochastic Analysis | 2016-04-25 | Paper |
Research outcomes over time
This page was built for person: Raúl Merino
