Luis A. Seco

Available identifiers

zbMath Open seco.luis-aWikidataQ63456243 ScholiaQ63456243MaRDI QIDQ910111

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5051490	2022-11-23	Paper
On Arbitrage-Free Pricing in Numeraire-Free Markets: With Applications to Forex and Cryptocurrency	2021-03-22	Paper
Pricing Shared-Loss Hedge Fund Fee Structures	2018-10-22	Paper
An intensity-based approach for equity modeling	2013-11-15	Paper
Multidimensional structural credit modeling under stochastic volatility	2013-08-29	Paper
Algorithmic estimation of risk factors in financial markets with stochastic drift	2012-11-15	Paper
https://portal.mardi4nfdi.de/entity/Q3097031	2011-11-15	Paper
Using equity options to imply credit information	2011-08-25	Paper
https://portal.mardi4nfdi.de/entity/Q3581635	2010-09-02	Paper
https://portal.mardi4nfdi.de/entity/Q3581637	2010-09-02	Paper
Pricing a CDO on stochastically correlated underlyings	2010-04-23	Paper
The price of liquidity in constant leverage strategies	2010-01-27	Paper
Pricing of spread options on stochastically correlated underlyings	2009-11-10	Paper
Portfolio optimization when asset returns have the Gaussian mixture distribution	2007-12-10	Paper
https://portal.mardi4nfdi.de/entity/Q5424416	2007-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3023870	2005-07-06	Paper
Estimating the spectral measure of a multivariate stable distribution via spherical harmonic analysis.	2004-03-14	Paper
Harmonic analysis in value at risk calculations.	2002-10-29	Paper
Principal Component Value at Risk	2002-09-19	Paper
PRINCIPAL COMPONENT VALUE AT RISK	2001-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q4510111	2000-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4524312	1999-01-01	Paper
A functional calculus on the Heisenberg group and the boundary layer potential \(\square_+^{-1}\) for the \(\bar\partial\)-Neumann problem	1998-10-27	Paper
https://portal.mardi4nfdi.de/entity/Q4371937	1998-01-21	Paper
The spin of the ground state of an atom	1998-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q4342856	1997-10-27	Paper
A number-theoretic estimate for the thomas-fermi density	1996-09-18	Paper
The eigenvalue sum for a three-dimensional radial potential	1996-09-11	Paper
https://portal.mardi4nfdi.de/entity/Q4874518	1996-07-14	Paper
Weyl sums and atomic energy oscillations	1996-04-28	Paper
https://portal.mardi4nfdi.de/entity/Q4836270	1996-01-25	Paper
The density in a three-dimensional radial potential	1995-12-04	Paper
On the Dirac and Schwinger corrections to the ground-state energy of an atom	1995-09-21	Paper
The density in a one-dimensional potential	1994-12-18	Paper
The eigenvalue sum for a one-dimensional potential	1994-11-23	Paper
A trigonometric sum relevant to the nonrelativistic theory of atoms.	1994-08-17	Paper
Aperiodicity of the Hamiltonian flow in the Thomas-Fermi potential	1994-05-26	Paper
https://portal.mardi4nfdi.de/entity/Q3134908	1993-10-25	Paper
Eigenvalues and eigenfunctions of ordinary differential operators	1992-12-17	Paper
https://portal.mardi4nfdi.de/entity/Q4011819	1992-09-27	Paper
The essential spectrum of Neumann Laplacians on some bounded singular domains	1992-06-27	Paper
Bound on the ionization energy of large atoms	1990-01-01	Paper
Asymptotic neutrality of large ions	1990-01-01	Paper
On the energy of a large atom	1990-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Luis A. Seco