pablo olivares
pablo olivares
professor of mathematics, ryerson university
Vahvistettu sähköpostiosoite verkkotunnuksessa
Pricing of mountain range derivatives under a principal component stochastic volatility model
M Escobar, P Olivares
Applied Stochastic Models in Business and Industry 29 (1), 31-44, 2013
Arbitrage and hedging in a non probabilistic framework
A Alvarez, S Ferrando, P Olivares
Mathematics and Financial Economics 7 (1), 1-28, 2013
Méthodes d'estimation pour des lois stables avec des applications en finance
A Alvarez, P Olivares
Journal de la société française de statistique 146 (4), 23-54, 2005
Pricing two dimensional derivatives under stochastic correlation
A Alvarez, M Escobar, P Olivares
International Journal of Financial Markets and Derivatives 2 (4), 265-287, 2011
Single and Double Black–Cox: Two approaches for modelling debt restructuring
I Abínzano, L Seco, M Escobar, P Olivares
Economic Modelling 26 (5), 910-917, 2009
Efficacy and effectiveness of an exercise program as community support for schizophrenic patients
A Torres-Carbajo, JM Olivares, H Merino, H Vazquez, A Diaz, E Cruz
American Journal of Recreation Therapy 4 (3), 41-47, 2005
Stable distributions: A survey on simulation and calibration methodologies
P Olivares, L Seco
Risk Lab Technical Report, 2003
Risk management under a factor stochastic volatility model
M Escobar, P Olivares
Asia-Pacific Journal of Operational Research 28 (01), 65-80, 2011
Risk management and portfolio selection using\alpha-stable regime switching models
A Reuss, P Olivares, L Seco, R Zagst
Applied Mathematical Sciences 10, 549-582, 2016
Pricing spread options under stochastic correlation and jump-diffusion models
P Olivares, M Cane
arXiv preprint arXiv:1409.1175, 2014
A multivariate default model with spread and event risk
JF Mai, P Olivares, S Schenk, M Scherer
Applied Mathematical Finance 21 (1), 51-83, 2014
A Switching Threshold Model for Oil Prices
AP Ennio, O Pablo
Systems Engineering Procedia 1, 490-498, 2011
New Families of Distributions fitting L-moments for Modelling Financial Data
SM Carrillo, NP Hernández, L Seco
RiskLab Technical Paper, 2006
MAL’IN Logiciel de conduite d’études, Méthodes d’Aide à L’INnovation
J Nadeau, J Pailhes, P Olivares
Paris: diffusion SERAM, 2004
Pricing basket options by polynomial approximations
P Olivares, A Alvarez
Journal of Applied Mathematics 2016, 2016
On the Expected Discounted Penalty Function for a Risk Model Perturbed by a Spectrally Negative Lévy Process
M Morales, P Olivares
Journal of Applied Stochastic Models in Business and Industry 22, 2008
On the expected discounted penalty function for risk process driven by a spectrally negative Lévy process
M Morales, P Olivares
A Note on the Pricing of Basket Options Using Taylor Approximations
P Olivares, A Alvarez
arXiv preprint arXiv:1404.3229, 2014
Tail approximations in credit portfolios using large deviations techniques
S Hroß, P Olivares, R Zagst
Applied Mathematical Sciences 8 (22), 1071-1098, 2014
Multivariate stochastic covariance models and applications to pricing and risk management
P Olivares, M Escobar, A Alvarez, L Seco
Journal of Financial Management and Decision Methods 6 (2), 2010
Järjestelmä ei voi suorittaa toimenpidettä nyt. Yritä myöhemmin uudelleen.
Artikkelit 1–20