Showing 1 - 4 results of 4 for search 'Jean-Philippe Aguilar', query time: 0.02s Refine Results
  1. 1
    Pricing Path-Independent Payoffs with Exotic Features in the Fractional Diffusion Model

    Pricing Path-Independent Payoffs with Exotic Features in the Fractional Diffusion Model by Jean-Philippe Aguilar

    Published 2020-04-01
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  2. 2
    Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model

    Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model by Jean-Philippe Aguilar, Jan Korbel

    Published 2019-04-01
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  3. 3
    On the Quantitative Properties of Some Market Models Involving Fractional Derivatives

    On the Quantitative Properties of Some Market Models Involving Fractional Derivatives by Jean-Philippe Aguilar, Jan Korbel, Nicolas Pesci

    Published 2021-12-01
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  4. 4
    Pricing, Risk and Volatility in Subordinated Market Models

    Pricing, Risk and Volatility in Subordinated Market Models by Jean-Philippe Aguilar, Justin Lars Kirkby, Jan Korbel

    Published 2020-11-01
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