pablo olivares
Ryerson University
H-index: 6
North America-Canada
Top articles of pablo olivares
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Pricing exchange options under stochastic correlation | arXiv preprint arXiv:2001.03967 | Enrique Villamor Pablo Olivares | 2020/1/12 |
Valuing Exchange Options Under an Ornstein-Uhlenbeck Covariance Model | International Journal of Financial Studies | Enrique Villamor Pablo Olivares | 2023/3/27 |
Pricing Temperature Derivatives under a Time-Changed Levy Model | arXiv preprint arXiv:2005.14350 | Pablo Olivares | 2020/5/29 |
Pricing energy contracts under regime switching time-changed models | arXiv preprint arXiv:2005.14361 | Konrad Gajewski Sebastian Ferrando Pablo Olivares | 2020/5/29 |
Pricing Bitcoin Derivatives under Jump-Diffusion Models | arXiv preprint arXiv:2002.07117 | Pablo Olivares | 2020/2/17 |
A Finite Elements Strategy for Spread Contract Valuation Via Associated PIDE | arXiv preprint arXiv:2009.08797 | Pablo Olivares Ciro Diaz | 2020/9/17 |
