Statistics
Publications
3
Citations
267
H-Index
3
Active since
1998
Affiliations
Union Bank of Switzerland(Current)
Carlos A. Sin is an author at Union Bank of Switzerland specializing in stochastic volatility, stochastic volatility models, and stochastic volatility pricing.
Publications per year
1998–1999
3
3
Complications with stochastic volatility models
Carlos A. Sin · Advances in Applied Probability · 1998 · 167 citations
Bounds on European Option Prices under Stochastic Volatility
Rüdiger Frey, Carlos A. Sin · Mathematical Finance · 1999 · 82 citations
Complications with stochastic volatility models
Carlos A. Sin · Advances in Applied Probability · 1998 · 18 citations
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