Jean-Philippe Aguilar

Available identifiers

zbMath Open aguilar.jean-philippeMaRDI QIDQ2047038

List of research outcomes

Publication	Date of Publication	Type
Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees	2023-07-12	Paper
Closed-form option pricing for exponential Lévy models: a residue approach	2023-06-20	Paper
A Structural Approach to Default Modelling with Pure Jump Processes	2021-11-15	Paper
The value of power-related options under spectrally negative Lévy processes	2021-08-19	Paper
SOME PRICING TOOLS FOR THE VARIANCE GAMMA MODEL	2020-08-05	Paper
On expansions for the Black-Scholes prices and hedge parameters	2019-08-21	Paper
Series representation of the pricing formula for the European option driven by space-time fractional diffusion	2019-08-13	Paper
The effect of classical noise on a quantum two-level system	2009-01-23	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: Jean-Philippe Aguilar