Raúl Merino

Raúl Merino

Universitat Pompeu Fabra - Barcelona / Spain
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5044712
Pompeu Fabra University
person_outline Raúl Merino's MOST POPULAR ARTICLES
1-) A fractional model for the COVID-19 pandemic: Application to Italian dataE Alòs, ME Mancino, R Merino, S SanfeliciStochastic Analysis and Applications 39 (5), 842-860, 2021132021
2-) Decomposition formula for rough Volterra stochastic volatility modelsR Merino, J Pospíšil, T Sobotka, T Sottinen, J VivesInternational journal of theoretical and applied finance 24 (02), 2150008, 2021132021
3-) A generic decomposition formula for pricing vanilla options under stochastic volatility modelsR Merino, J VivesInternational Journal of Stochastic Analysis 2015, 2015122015
4-) Decomposition formula for jump diffusion modelsR Merino, J Pospíšil, T Sobotka, J VivesInternational Journal of Theoretical and Applied Finance 21 (08), 1850052, 201892018
5-) Option Price Decomposition in Spot‐Dependent Volatility Models and Some ApplicationsR Merino, J VivesInternational Journal of Stochastic Analysis 2017 (1), 8019498, 201792017