Albert Ferreiro-Castilla

Available identifiers

zbMath Open ferreiro-castilla.albertMaRDI QIDQ553090

List of research outcomes

Publication	Date of Publication	Type
An Euler–Poisson scheme for Lévy driven stochastic differential equations	2016-04-29	Paper
Applying the Wiener-Hopf Monte Carlo Simulation Technique for Lévy Processes to Path Functionals	2015-05-29	Paper
An Euler-Poisson Scheme for L\'evy driven SDEs	2013-09-07	Paper
Applying the Wiener-Hopf Monte Carlo simulation technique for Levy processes to path functionals such as first passage times, undershoots and overshoots	2013-06-17	Paper
Inversion of analytic characteristic functions and infinite convolutions of exponential and Laplace densities	2012-04-26	Paper
The \(\beta\)-Meixner model	2012-03-19	Paper
Lévy area for Gaussian processes: a double Wiener-Itô integral approach	2011-07-26	Paper
On the density of log-spot in the Heston volatility model	2010-09-15	Paper
A new look at the Heston characteristic function	2009-02-12	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Albert Ferreiro-Castilla