Sebastian del Baño Rollin

Available identifiers

zbMath Open del-bano-rollin.sebastianMaRDI QIDQ1127843

List of research outcomes

Publication	Date of Publication	Type
Risk-Neutral Pricing and Hedging of In-Play Football Bets	2019-05-08	Paper
Full and fast calibration of the Heston stochastic volatility model	2018-02-06	Paper
On the density of log-spot in the Heston volatility model	2010-09-15	Paper
Antithetic variates in higher dimensions	2009-02-24	Paper
A new look at the Heston characteristic function	2009-02-12	Paper
A Torelli type theorem for the moduli space of parabolic vector bundles over curves	2001-11-01	Paper
On the motive of a quotient variety	1998-09-08	Paper
The motive of some moduli spaces of vector bundles over a curve	1995-01-31	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sebastian del Baño Rollin