Economy – Quantitative Finance – Computational Finance
Scientist
Economy
Quantitative Finance
Computational Finance
Scientist
On the Hedging of Options On Exploding Exchange Rates
On the valuation of arithmetic-average Asian options: the Geman-Yor Laplace transform revisited
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Why are quadratic normal volatility models analytically tractable?
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