Marc Jeannin
From MaRDI portal
Person:2786030
Available identifiers
zbMath Open jeannin.marcMaRDI QIDQ2786030
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
PRICING AND HEDGING BARRIER OPTIONS IN A HYPER-EXPONENTIAL ADDITIVE MODEL | 2010-09-16 | Paper |
A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes | 2010-08-05 | Paper |
Modeling stock pinning | 2009-02-23 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Marc Jeannin