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Augusto Blanc-Blocquel
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Kalman Filter
Monte Carlo Simulation
Bayesian Framework
Long Term
Top Venues
Math. Comput. Simul.
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Publications
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Augusto Blanc-Blocquel
,
Luis Ortiz-Gracia
,
Rodolfo Oviedo
Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation.
Math. Comput. Simul.
225 (2024)