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Alexander Alvarez

Identifiers

  • name variant Alexander Alvarez 0.60 · backfill

Papers (3)

  1. A Note on the Pricing of Basket Options Using Taylor Approximations q-fin.PR · 2014 · author #2
  2. Trajectory Based Models, Arbitrage and Continuity math.PR · 2014 · author #1
  3. Arbitrage and Hedging in a non probabilistic framework q-fin.GN · 2011 · author #1

Mentions

  • 1404.3229 #2 · backfill · confidence 0.70 Alexander Alvarez
  • 1403.5685 #1 · backfill · confidence 0.70 Alexander Alvarez
  • 1103.1006 #1 · backfill · confidence 0.70 Alexander Alvarez

Frequent Coauthors