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researcher

R. Merino

8 papers hereh-index 550 citations13 works total

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

author position
  • first author2
  • middle author2
  • last author3

Across the 7 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • q-fin.PR2
  • q-bio.PE1
  • q-fin.CP1
  • q-fin.RM1
same name
  • R. Merino — 2 papers, h 1
  • R. Merino — 1 paper, h 0

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
20152026
most citedDecomposition formula for jump diffusion models

4 citations · 5 across the 5 of their papers we have counts for

collaborators
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2019

Higher order approximation of call option prices under stochastic volatility models

Archil Gulisashvili, Raúl Merino, Marc Lagunas +1

In the present paper, a decomposition formula for the call price due to Alòs is transformed into a Taylor type formula containing an infinite series with stochastic terms. The new…

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