Raúl Merino

Available identifiers

zbMath Open merino.raulMaRDI QIDQ274841

List of research outcomes

Publication	Date of Publication	Type
Introduction to Financial Derivatives with Python	2023-02-13	Paper
A fractional model for the COVID-19 pandemic: Application to Italian data	2021-11-18	Paper
Decomposition formula for rough Volterra stochastic volatility models	2021-06-18	Paper
Decomposition formula for jump diffusion models	2019-01-10	Paper
Option price decomposition in spot-dependent volatility models and some applications	2018-10-15	Paper
A generic decomposition formula for pricing vanilla options under stochastic volatility models	2016-04-25	Paper

Research outcomes over time

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