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researcher

José M. T. S. Cruz

3 papers hereh-index 213 citations4 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.MF2
  • math.AP1

identity via Semantic Scholar / OpenAlex

activity
20192022
most citedLinear and Nonlinear Partial Integro-Differential Equations arising from Finance

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing 2019 · q-fin.MFShow all

1 paper · 2 filters

q-fin.MF2019

Option Pricing in Illiquid Markets with Jumps

Jose Cruz, Daniel Sevcovic

The classical linear Black--Scholes model for pricing derivative securities is a popular model in financial industry. It relies on several restrictive assumptions such as completen…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.