D.J. Manuge
Identifiers
- name variant D.J. Manuge 0.60 · backfill
Papers (3)
- L\'evy Processes For Finance: An Introduction In R stat.AP · 2015 · author #1
- A fast Fourier transform method for Mellin-type option pricing q-fin.PR · 2014 · author #1
- Multi-Asset Option Pricing with Exponential L\'evy Processes and the Mellin Transform q-fin.PR · 2013 · author #1
Mentions
- 1503.03902 #1 · backfill · confidence 0.70 D.J. Manuge
- 1403.3756 #1 · backfill · confidence 0.70 D.J. Manuge
- 1309.3035 #1 · backfill · confidence 0.70 D.J. Manuge
Frequent Coauthors
- P.T. Kim 1 shared papers