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 |
|---|---|---|
| Closed-form approximated pricing of multivariate derivatives under switching regime models Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
| Financial modelling with multivariate mixed fractional Brownian motion | 2021-12-29 | Paper |
| Pricing basket options by polynomial approximations Journal of Applied Mathematics | 2019-03-18 | Paper |
| Trajectory-based models, arbitrage and continuity International Journal of Theoretical and Applied Finance | 2016-05-17 | Paper |
| Arbitrage and hedging in a non probabilistic framework Mathematics and Financial Economics | 2013-02-26 | Paper |
| Estimation of the instantaneous volatility Statistical Inference for Stochastic Processes | 2012-04-04 | Paper |
Research outcomes over time
This page was built for person: Alexander Alvarez
