◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

P. Olivares

10 papers hereh-index 578 citations31 works total

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

author position
  • sole author3
  • first author3
  • last author4

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.PR6
  • math.NA1
  • math.PR1
  • q-fin.CP1
  • q-fin.GN1
same name
  • P. Olivares — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20112024
most citedPricing Spread Options under Stochastic Correlation and Jump-Diffusion Models

3 citations · 3 across the 10 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

q-fin.GN2011

Arbitrage and Hedging in a non probabilistic framework

Alexander Alvarez, Sebastian Ferrando, Pablo Olivares

The paper studies the concepts of hedging and arbitrage in a non probabilistic framework. It provides conditions for non probabilistic arbitrage based on the topological structure…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.