Jean-Philippe Aguilar

According to our database, Jean-Philippe Aguilar authored at least 2 papers between 2023 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Calibration and option pricing with stochastic volatility and double exponential jumps.

Gaetano Agazzotti, Jean-Philippe Aguilar, Claudio Aglieri Rinella, Justin Lars Kirkby

J. Comput. Appl. Math., 2025

2023

The return barrier and return timer option with pricing under Lévy processes.

Justin Lars Kirkby, Jean-Philippe Aguilar

Expert Syst. Appl., December, 2023