Álvaro Guinea - Publications - York Research Database

1 Article
1 Preprint
1 Working paper

1 results

Filter

2024

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