news
| Oct 14, 2025 | Our preprint Fast and explicit European option pricing under tempered stable processes is now available with its companion repository TS-Pricing . |
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| Sep 19, 2025 | Our paper Calibration and option pricing with stochastic volatility and double exponential jumps was presented by J.P. Aguilar at the Mathematical Finance seminar of Texas Tech University on 2025-09-19. |
| Mar 28, 2025 | Our paper Long time asymptotic behavior of a self-similar fragmentation equation has just been accepted in the Nonlinear Analysis journal  |
| Feb 17, 2025 | Our paper Calibration and option pricing with stochastic volatility and double exponential jumps has just been accepted in the Journal of Computational and Applied Mathematics |