\`Oscar Bur\'es

Identifiers

• name variant \`Oscar Bur\'es 0.60 · backfill

Papers (4)

1. Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models q-fin.PR · 2026 · author #2
2. Analytic approximation for Bachelier option prices and applications q-fin.CP · 2026 · author #2
3. On the short-time behaviour of up-and-in barrier options using Malliavin calculus math.PR · 2025 · author #1
4. Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions q-fin.MF · 2025 · author #2

Mentions

• 2606.26024 #2 · arxiv_oai · confidence 0.70 \`Oscar Bur\'es

Frequent Coauthors

• Elisa Al\`os 3 shared papers
• Josep Vives 1 shared papers
• Rafael de Santiago 1 shared papers