Browsing All of EconStor by Author Aguilar, Jean-Philippe
Showing results 1 to 3 of 3
Year of Publication | Title | Author(s) |
2019 | Simple formulas for pricing and hedging European options in the finite moment log-stable model | Aguilar, Jean-Philippe; Korbel, Jan |
2020 | Pricing, risk and volatility in subordinated market models | Aguilar, Jean-Philippe; Kirkby, Justin Lars; Korbel, Jan |
2022 | Inflation forecasts and European asset returns: A regime-switching approach | Pesci, Nicolas; Aguilar, Jean-Philippe; James, Victor; Rouillé, Fabien |