Pablo Olivares

Identifiers

• name variant Pablo Olivares 0.60 · backfill

Papers (3)

1. Pricing Spread Options under Stochastic Correlation and Jump-Diffusion Models q-fin.PR · 2014 · author #1
2. A Note on the Pricing of Basket Options Using Taylor Approximations q-fin.PR · 2014 · author #1
3. Pricing of Basket Options Using Polynomial Approximations q-fin.PR · 2014 · author #1

Mentions

• 1409.1175 #1 · backfill · confidence 0.70 Pablo Olivares
• 1404.3229 #1 · backfill · confidence 0.70 Pablo Olivares
• 1404.3160 #1 · backfill · confidence 0.70 Pablo Olivares

Frequent Coauthors

• Alexander Alvarez 1 shared papers
• Matthew Cane 1 shared papers