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 |
|---|---|---|
| Option pricing in a stochastic delay volatility model Mathematical Methods in the Applied Sciences | 2025-04-03 | Paper |
| Higher order approximation of option prices in Barndorff-Nielsen and Shephard models Quantitative Finance | 2025-01-06 | Paper |
| Closed form solution to zero coupon bond using a linear stochastic delay differential equation (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
This page was built for person: Álvaro Guinea Juliá
