: He co-authored an alternative approach to calibrating Vasicek and CIR interest rate models using generating functions.
: A prominent mathematician whose "useful" papers often focus on mathematical modeling in biology and finance.
: His research also includes the development of nanocomposite membranes and personalized ventilation devices (air masks) to protect against virus-laden aerosols. Artistic "Paper" Prints
If you are looking for a "Marianito" art piece printed on paper:
: His work includes pricing formulas for perpetual American options with general payoffs and an explicit formula for implied volatility surface recovery.
