Pricing Path-Independent Payoffs with Exotic Features in the Fractional Diffusion Model

by Jean-Philippe Aguilar
Published 2020-04-01

Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model

by Jean-Philippe Aguilar, Jan Korbel
Published 2019-04-01

Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations

by Jean-Philippe Aguilar, Jan Korbel, Yuri Luchko
Published 2019-09-01

Pricing, Risk and Volatility in Subordinated Market Models

by Jean-Philippe Aguilar, Justin Lars Kirkby, Jan Korbel
Published 2020-11-01