A. Ferreiro-Castilla

Available identifiers

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

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