Augusto Blanc-Blocquel
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Person:6164845
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 |
|---|---|---|
| Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation Mathematics and Computers in Simulation | 2025-04-25 | Paper |
| Hedging at-the-money digital options near maturity Methodology and Computing in Applied Probability | 2023-07-04 | Paper |
Research outcomes over time
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