Pablo Olivares

Available identifiers

zbMath Open olivares.pabloMaRDI QIDQ625300

List of research outcomes

Publication	Date of Publication	Type
A Finite Elements Strategy for Spread Contract Valuation Via Associated PIDE	2020-09-16	Paper
Pricing basket options by polynomial approximations	2019-03-18	Paper
A Multivariate Default Model with Spread and Event Risk	2018-09-11	Paper
A new version of the central limit theorem	2016-12-21	Paper
Pricing of mountain range derivatives under a principal component stochastic volatility model	2014-05-06	Paper
Arbitrage and hedging in a non probabilistic framework	2013-02-26	Paper
Maximum likelihood estimators for a supercritical branching diffusion process	2012-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q3001807	2011-05-31	Paper
RISK MANAGEMENT UNDER A FACTOR STOCHASTIC VOLATILITY MODEL	2011-03-22	Paper
Asymptotic behavior of maximum likelihood estimators in a branching diffusion model	2011-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q2756432	2001-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q4937526	2000-08-24	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: Pablo Olivares