Òscar Burés

1. Signature-based identification of volatility models from path geometry
   2026/07/07 by Òscar Burés, Rafael De Santiago · 1 voice
   Economics, Econometrics and Finance · #q-fin.CP
2. Matrix Approximation of Bachelier Option Prices and Greeks under Stochastic Volatility models
   2026/06/24 by Elisa Alòs, Òscar Burés · 1 voice
   Economics, Econometrics and Finance · #q-fin.PR
3. Analytic Approximation for Bachelier Option Prices and Applications
   2026/05/03 by Elisa Alòs, Òscar Burés · 1 voice
   Economics, Econometrics and Finance · #Asset (computer security) #Control variates #Diverse Specialized Academic Research #Economic theories and models #Financial asset #Implied volatility #Monte Carlo method #Stochastic processes and financial applications #Stochastic volatility #Taylor series #Variance (accounting) #Volatility (finance) #q-fin.CP