Jean-Philippe Aguilar

Muon anomaly from lepton vacuum polarization and the Mellin-Barnes representation

Jean-Philippe Aguilar, Eduardo de Rafael, David Greynat · Physical review. D. Particles, fields, gravitation, and cosmology/Physical review. D, Particles, fields, gravitation, and cosmology · 2008 · 58 citations · Full text

Natural Sciences, Physics, Mathematical Physics +15

Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets

J. P. Bouchaud, Didier Sornette, Christian Walter et al. · International Journal of Theoretical and Applied Finance · 1998 · 41 citations · Full text

Business, Finance, Mathematics +17

Applications of the Fractional Diffusion Equation to Option Pricing and Risk Calculations

Jean-Philippe Aguilar, Jan Korbel, Yuri Luchko · Mathematics · 2019 · 28 citations · Full text

Business, Finance, Mathematics +15

Simple Formulas for Pricing and Hedging European Options in the Finite Moment Log-Stable Model

Jean-Philippe Aguilar, Jan Korbel · Risks · 2019 · 16 citations · Full text

Business, Finance, Financial Economics +16

Option Pricing Models Driven by the Space-Time Fractional Diffusion: Series Representation and Applications

Jean-Philippe Aguilar, Jan Korbel · Fractal and Fractional · 2018 · 14 citations · Full text

Business, Economics, Finance +15