Items where authors include "Guinea Julia, Álvaro"

Article

Roux, Alet orcid.org/0000-0001-9176-4468 and Guinea Julia, Álvaro (2024) Higher order approximation of option prices in Barndorff-Nielsen and Shephard models. Quantitative Finance. ISSN 1469-7688

Preprint

Roux, Alet orcid.org/0000-0001-9176-4468 and Guinea Julia, Álvaro (2024) Closed form solution to zero coupon bond using a linear stochastic delay differential equation. [Preprint]