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Jean-Philippe Aguilar

Identifiers

  • name variant Jean-Philippe Aguilar 0.60 · backfill

Papers (8)

  1. The bilateral generalized inverse Gaussian process with applications to financial modeling math.PR · 2024 · author #2
  2. On expansions for the Black-Scholes prices and hedge parameters q-fin.PR · 2018 · author #1
  3. Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications q-fin.MF · 2018 · author #1
  4. Series representation of the pricing formula for the European option driven by space-time fractional diffusion q-fin.MF · 2017 · author #1
  5. A series representation for the Black-Scholes formula q-fin.PR · 2017 · author #1
  6. Regularization and analytic option pricing under $\alpha$-stable distribution of arbitrary asymmetry q-fin.PR · 2016 · author #1
  7. Distributional Mellin calculus in $\mathbb{C}^n$, with applications to option pricing q-fin.PR · 2016 · author #1
  8. Non-Gaussian analytic option pricing: a closed formula for the L\'evy-stable model q-fin.PR · 2016 · author #1

Mentions

  • 2407.10557 #2 · arxiv_oai · confidence 0.70 Jean-Philippe Aguilar

Frequent Coauthors