Pablo Olivares

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
A Finite Elements Strategy for Spread Contract Valuation Via Associated PIDE	2020-09-16	Paper
Pricing basket options by polynomial approximations Journal of Applied Mathematics	2019-03-18	Paper
A multivariate default model with spread and event risk Applied Mathematical Finance	2018-09-11	Paper
A new version of the central limit theorem African Diaspora Journal of Mathematics	2016-12-21	Paper
Pricing of mountain range derivatives under a principal component stochastic volatility model Applied Stochastic Models in Business and Industry	2014-05-06	Paper
Arbitrage and hedging in a non probabilistic framework Mathematics and Financial Economics	2013-02-26	Paper
Maximum likelihood estimators for a supercritical branching diffusion process International Journal of Mathematics and Mathematical Sciences	2012-12-18	Paper
Adaptive optimal control of Galton Watson process	2011-05-31	Paper
Risk management under a factor stochastic volatility model Asia-Pacific Journal of Operational Research	2011-03-22	Paper
Asymptotic behavior of maximum likelihood estimators in a branching diffusion model Statistical Inference for Stochastic Processes	2011-02-15	Paper
A mathematical model for the study of population dynamics. Revista Investigación Operacional	2001-11-12	Paper
scientific article; zbMATH DE number 1398940 (Why is no real title available?)	2000-08-24	Paper

Research outcomes over time

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