| Muon anomaly from lepton vacuum polarization and the Mellin-Barnes representation JP Aguilar, E De Rafael, D Greynat Physical Review D—Particles, Fields, Gravitation, and Cosmology 77 (9), 093010, 2008 | 92 | 2008 |
| Applications of the fractional diffusion equation to option pricing and risk calculations JP Aguilar, J Korbel, Y Luchko Mathematics 7 (9), 796, 2019 | 30 | 2019 |
| Series representation of the pricing formula for the European option driven by space-time fractional diffusion JP Aguilar, C Coste, J Korbel Fract. Calc. Appl. Anal. 21 (4), 981-1004, 2018 | 22 | 2018 |
| Some pricing tools for the Variance Gamma model JP Aguilar International Journal of Theoretical and Applied Finance 23 (4), 2050025, 2020 | 20 | 2020 |
| Option pricing models driven by the space-time fractional diffusion: series representation and applications JP Aguilar, J Korbel Fractal and Fractional 2 (1), 15, 2018 | 19 | 2018 |
| Simple formulas for pricing and hedging European options in the finite moment log-stable model JP Aguilar, J Korbel Risks 7 (2), 36, 2019 | 16 | 2019 |
| Pricing, risk and volatility in subordinated market models JP Aguilar, JL Kirkby, J Korbel Risks 8 (4), 124, 2020 | 14 | 2020 |
| Valuation and optimal surrender of variable annuities with guaranteed minimum benefits and periodic fees JL Kirkby, JP Aguilar Scandinavian Actuarial Journal 2023 (6), 624-654, 2023 | 13 | 2023 |
| Robust and nearly exact option pricing with bilateral gamma processes JP Aguilar, J Kirkby The Journal of Derivatives 30 (1), 8-31, 2022 | 10 | 2022 |
| The effect of classical noise on a quantum two-level system JP Aguilar, N Berglund Journal of Mathematical Physics 49 (10), 2008 | 10 | 2008 |
| A structural approach to default modelling with pure jump processes JP Aguilar, N Pesci, V James Applied Mathematical Finance 28 (1), 48-78, 2021 | 9 | 2021 |
| Non-Gaussian analytic option pricing: a closed formula for the L\'evy-stable model JP Aguilar, C Coste, J Korbel arXiv preprint arXiv:1609.00987, 2016 | 9 | 2016 |
| Closed-form option pricing for exponential Lévy models: a residue approach JP Aguilar, JL Kirkby Quantitative Finance 23 (2), 251-278, 2023 | 8 | 2023 |
| Sex differences in clinical characteristics and outcomes of patients with SARS-CoV-2-infection admitted to intensive care units in Austria A Kautzky-Willer, M Kaleta, SD Lindner, M Leutner, S Thurner, P Klimek Journal of Personalized Medicine 12 (4), 517, 2022 | 8 | 2022 |
| Explicit option valuation in the exponential NIG model JP Aguilar Quantitative Finance 21 (8), 1281-1299, 2021 | 8 | 2021 |
| On expansions for the Black-Scholes prices and hedge parameters JP Aguilar Journal of Mathematical Analysis and Applications 478 (2), 973-989, 2019 | 8 | 2019 |
| The return barrier and return timer option with pricing under Levy processes JL Kirkby, JP Aguilar Expert Systems with Applications 233, 120920, 2023 | 5 | 2023 |
| Pricing path-independent payoffs with exotic features in the fractional diffusion model JP Aguilar Fractal and Fractional 4 (2), 16, 2020 | 4 | 2020 |
| A series representation for the Black-Scholes formula JP Aguilar arXiv preprint arXiv:1710.01141, 2017 | 4 | 2017 |
| Inflation Forecasts and European Asset Returns: A Regime-Switching Approach N Pesci, JP Aguilar, V James, F Rouillé Journal of Risk and Financial Management 15 (10), 475, 2022 | 2 | 2022 |
Jan KorbelComplexity Science Hub ViennaVerified email at csh.ac.at
