19 citations · 19 across the 1 of their papers we have counts for
3 papers
math.PR2009★ 19 cited
A new look at the Heston characteristic function
Sebastian del Baño Rollin, Albert Ferreiro-Castilla, Frederic Utzet
A new expression for the characteristic function of log-spot in Heston model is presented. This expression more clearly exhibits its properties as an analytic characteristic functi…
math.NA2009
Antithetic variates in higher dimensions
Sebastian del Baño Rollin, Joan-Andreu Lázaro-Camí
We introduce the concept of multidimensional antithetic as the absolute minimum of the covariance defined on the orthogonal group by where is a stand…
alg-geom1995
The motive of some moduli spaces of vector bundles over a curve
Sebastian del Bano Rollin
We study the motive of the moduli spaces of semistable rank two vector bundles over an algebraic curve. When the degree is odd the moduli space is a smooth projective variety, we o…