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Raúl Merino
Raúl Merino
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Title
Cited by
Cited by
Year
A fractional model for the COVID-19 pandemic: Application to Italian data
E Alòs, ME Mancino, R Merino, S Sanfelici
Stochastic Analysis and Applications 39 (5), 842-860, 2021
122021
Decomposition formula for rough Volterra stochastic volatility models
R Merino, J Pospíšil, T Sobotka, T Sottinen, J Vives
International journal of theoretical and applied finance 24 (02), 2150008, 2021
122021
A generic decomposition formula for pricing vanilla options under stochastic volatility models
R Merino, J Vives
International Journal of Stochastic Analysis 2015, 2015
122015
Decomposition formula for jump diffusion models
R Merino, J Pospíšil, T Sobotka, J Vives
International Journal of Theoretical and Applied Finance 21 (08), 1850052, 2018
102018
Option price decomposition in spot-dependent volatility models and some applications
R Merino, J Vives
International Journal of Stochastic Analysis 2017, 2017
92017
High-order approximations to call option prices in the Heston model
A Gulisashvili, M Lagunas, R Merino, J Vives
Journal of Computational Finance 24 (1), 2020
32020
Higher order approximation of call option prices under stochastic volatility models
A Gulisashvili, R Merino, M Lagunas, J Vives
arXiv preprint arXiv:1905.06315, 2019
32019
Convexity adjustments\a la Malliavin
D García-Lorite, R Merino
arXiv preprint arXiv:2304.13402, 2023
12023
Introduction to Financial Derivatives with Python
E Alòs, R Merino
Chapman and Hall/CRC, 2022
2022
La fórmula de descomposición para la valoración de opciones de compra bajo el modelo de Heston
R Merino
Mixba'al - Revista Metropolitana de Matemáticas 12 (1), 81-97, 2021
2021
A Generic Decomposition Formula for Pricing Vanilla Options Under Stochastic Volatility Models
R Merino, J Vives
Extended Abstracts Summer 2015: Strategic Behavior in Combinatorial …, 2017
2017
About the decomposition of pricing formulas under stochastic volatility models
R Merino, J Vives
arXiv preprint arXiv:1503.08119, 2015
2015
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Articles 1–12