Marc Lagunas-Merino
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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 |
|---|---|---|
| Self-exciting multifractional processes Journal of Applied Probability | 2021-03-03 | Paper |
| A decomposition formula for fractional Heston jump diffusion models | 2020-07-28 | Paper |
| Variance and interest rate risk in unit-linked insurance policies | 2020-06-26 | Paper |
Research outcomes over time
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