Raúl Merino
From MaRDI portal
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 |
|---|---|---|
| Introduction to Financial Derivatives with Python | 2023-02-13 | Paper |
| A fractional model for the COVID-19 pandemic: Application to Italian data Stochastic Analysis and Applications | 2021-11-18 | Paper |
| Decomposition formula for rough Volterra stochastic volatility models International Journal of Theoretical and Applied Finance | 2021-06-18 | Paper |
| Decomposition formula for jump diffusion models International Journal of Theoretical and Applied Finance | 2019-01-10 | Paper |
| Option price decomposition in spot-dependent volatility models and some applications International Journal of Stochastic Analysis | 2018-10-15 | Paper |
| A generic decomposition formula for pricing vanilla options under stochastic volatility models International Journal of Stochastic Analysis | 2016-04-25 | Paper |
Research outcomes over time
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