Luis A. Souto Arias

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Person:2038233

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Available identifiers

zbMath Open souto-arias.luis-aMaRDI QIDQ2038233

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The Heston-Queue-Hawkes process: a new self-exciting jump-diffusion model for options pricing, and an extension of the COS method for discrete distributions	2024-08-26	Paper
Joint and survivor annuity valuation with a bivariate reinforced urn process	2021-07-06	Paper

Research outcomes over time

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