Ariel Almendral

According to our database, Ariel Almendral authored at least 1 paper in 2007.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2007

Accurate Evaluation of European and American Options Under the CGMY Process.

Ariel Almendral, Cornelis W. Oosterlee

SIAM J. Sci. Comput., 2007