Biography
Assistant Professor
Recent Publications
-
Estimation of the instantaneous volatility and detection of volatility jumps
- arXiv, 2016
-
Arbitrage and hedging in a non probabilistic framework
- Mathematics and Financial Economics, 2013
-
Pricing two dimensional derivatives under stochastic correlation
- International Journal of Financial Markets and Derivatives, 2011
-
Multivariate stochastic covariance models and applications to pricing and risk management
- Journal of Financial Decision Making, 2010
-
Methodes d'estimation pour des lois stables avec des applications en finance
- Journal de la Société Française de Statistique, 2005
Research Classification
- no classification
Current Scholars in Mathematical and Computational Sciences
Subscribe to Alexander Alvarez RSS feed
