| 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 | 12 | 2021 |
| 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 | 12 | 2021 |
| A generic decomposition formula for pricing vanilla options under stochastic volatility models R Merino, J Vives International Journal of Stochastic Analysis 2015, 2015 | 12 | 2015 |
| 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 | 10 | 2018 |
| Option price decomposition in spot-dependent volatility models and some applications R Merino, J Vives International Journal of Stochastic Analysis 2017, 2017 | 9 | 2017 |
| 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 | 7* | 2020 |
| Convexity adjustments\a la Malliavin D García-Lorite, R Merino arXiv preprint arXiv:2304.13402, 2023 | 2 | 2023 |
| Watanabe's expansion: A Solution for the convexity conundrum D García-Lorite, R Merino arXiv preprint arXiv:2404.01522, 2024 | | 2024 |
| 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 |
| About the decomposition of pricing formulas under stochastic volatility models R Merino, J Vives arXiv preprint arXiv:1503.08119, 2015 | | 2015 |
Jan PospíšilDepartment of Mathematics, University of West BohemiaVahvistettu sähköpostiosoite verkkotunnuksessa kma.zcu.cz
