The following pages link to Jean-Philippe Aguilar (Q2047038):
Displaying 7 items.
- The value of power-related options under spectrally negative Lévy processes (Q2047039) (← links)
- Series representation of the pricing formula for the European option driven by space-time fractional diffusion (Q2318158) (← links)
- On expansions for the Black-Scholes prices and hedge parameters (Q2320050) (← links)
- SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL (Q3304214) (← links)
- A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003) (← links)
- The effect of classical noise on a quantum two-level system (Q5505054) (← links)
- The bilateral Gamma motion: calibration and option pricing (Q6643155) (← links)
