Alexander Alvarez
Assistant Professor
Faculty of Sciences- Mathematical and Computational Sciences
University of Prince Edward Island
Canada
Biography
Alexander Alvarez is currently working in UPEI as Assistant Professor.
Research Interest
His Interest lies in financial mathematics,stochastic processes & statistical interference for stochastic processes
Publications
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Olivares P, Escobar M, Alvarez A, Seco L. Multivariate stochastic covariance models and applications to pricing and risk management. Journal of Financial Decision Making. 2010;6(2).
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Alvarez A, Escobar M, Olivares P. Pricing two dimensional derivatives under stochastic correlation. International Journal of Financial Markets and Derivatives. 2011 Jan 1;2(4):265-87.
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Alvarez A, Ferrando S, Olivares P. Arbitrage and Hedging in a non probabilistic framework. Mathematics and Financial Economics. 2013 Jan 1:1-28.
