Sebastian del Ba\~no Rollin

Identifiers

• name variant Sebastian del Ba\~no Rollin 0.60 · backfill

Papers (3)

1. Full and fast calibration of the Heston stochastic volatility model q-fin.CP · 2015 · author #2
2. Antithetic variates in higher dimensions math.NA · 2009 · author #1
3. A new look at the Heston characteristic function math.PR · 2009 · author #1

Mentions

• 1511.08718 #2 · backfill · confidence 0.70 Sebastian del Ba\~no Rollin
• 0902.4211 #1 · arxiv_oai · confidence 0.70 Sebastian del Ba\~no Rollin
• 0902.4211 #1 · backfill · confidence 0.70 Sebastian del Ba\~no Rollin
• 0902.2154 #1 · backfill · confidence 0.70 Sebastian del Ba\~no Rollin

Frequent Coauthors

• Albert Ferreiro-Castilla 1 shared papers
• Frederic Utzet 1 shared papers
• Guido Germano 1 shared papers
• Joan-Andreu L\'azaro-Cam\'i 1 shared papers
• Yiran Cui 1 shared papers