Álvaro Guinea

Search results

• 2024

  Bitcoin option pricing: A market attention approach

  Roux, A. & Guinea Julia, Á., 15 Jan 2024, arXiv.

  Research output: Working paper

  Open Access

• Closed form solution to zero coupon bond using a linear stochastic delay differential equation

  Roux, A. & Guinea Julia, Á., 26 Feb 2024, arXiv.

  Research output: Working paper › Preprint

  File

• Higher order approximation of option prices in Barndorff-Nielsen and Shephard models

  Roux, A. & Guinea Julia, Á., 10 Sept 2024, (E-pub ahead of print) In: Quantitative Finance. 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File