Alexander Alvarez
From MaRDI portal
Person:411546
Available identifiers
zbMath Open alvarez.alexanderMaRDI QIDQ411546
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 | 2024-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5019097 | 2021-12-29 | Paper |
| Pricing basket options by polynomial approximations | 2019-03-18 | Paper |
| Trajectory-based models, arbitrage and continuity | 2016-05-17 | Paper |
| Arbitrage and hedging in a non probabilistic framework | 2013-02-26 | Paper |
| Estimation of the instantaneous volatility | 2012-04-04 | Paper |
Research outcomes over time
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