Browsing by Author Merino, Raúl
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
14-Apr-2021 | Decomposition formula for rough Volterra stochastic volatility models | Merino, Raúl; Pospí il, Jan; Sobotka, Tomá ; Sottinen, Tommi; Vives i Santa Eulàlia, Josep, 1963- |
19-Jan-2021 | High-order approximations to call option prices in the Heston model | Gulisashvili, Archil; Lagunas-Merino, Marc; Merino, Raúl; Vives i Santa Eulàlia, Josep, 1963- |