Skip to main content
Scholars
Departments
Faculty/Staff Works
Graduate Theses
Graduate Projects
Undergrad Works
Publish @ UPEI
About
User menu
My Bookmarks
Log In
IslandScholar
Robertson Library
Search Term
advanced
Search results
(1 - 5 of 5)
Bookmarks:
- Select bookmark list -
My Default List
Title
Estimation of the instantaneous volatility and detection of volatility jumps
Source
arXiv
Date
2016
Author
Alvarez, Alexander
;
Panloup, Fabien
;
Pontier, Monique
;
Savy, Nicolas
Genre
Journal Article
Volume
0812.3538
Bookmarks:
- Select bookmark list -
My Default List
Title
Arbitrage and hedging in a non probabilistic framework
Source
Mathematics and Financial Economics
Date
2013
Author
Alvarez, A.
;
Ferrando, S.
;
Olivares, P.
Genre
Journal Article
Volume
7
Issue
1
Start Page
1
DOI
10.1007/s11579-012-0074-5
Bookmarks:
- Select bookmark list -
My Default List
Title
Pricing two dimensional derivatives under stochastic correlation
Source
International Journal of Financial Markets and Derivatives
Date
2011
Author
Alvarez, Alexander
;
Escobar, Marcos
;
Olivares, Pablo
Genre
Journal Article
Volume
2
Issue
4
Start Page
265
DOI
10.1504/IJFMD.2011.045598
Bookmarks:
- Select bookmark list -
My Default List
Title
Multivariate stochastic covariance models and applications to pricing and risk management
Source
Journal of Financial Decision Making
Date
2010
Author
Olivares, P.
;
Escobar, M.
;
Alvarez, A.
;
Seco, L.
Genre
Journal Article
Volume
6
Issue
2
Bookmarks:
- Select bookmark list -
My Default List
Title
Methodes d'estimation pour des lois stables avec des applications en finance
Source
Journal de la Société Française de Statistique
Date
2005
Author
Alvarez, Alexander
;
Olivares, Pablo
Genre
Journal Article
Volume
146
Issue
4
Start Page
23