SCHOLAR DETAILS
Name
Alexander Alvarez
Email
alalvarez@upei.ca
Position
Faculty Member
Department(s)
School of Mathematical and Computational Sciences
Phone
902-894-2815
Building
Cass Science Hall 411
Website
https://www.upei.ca/profile?u=alalvarez
Status
Current
Biography

Associate Professor; Financial Math & Actuarial Science Program Lead

Recent Citations
Characteristics of Canadian Veterans reimbursed for cannabis for medical purposes: Life After Service Survey 2016
Journal of Military, Veteran and Family Health, 2022
Closed‐form approximated pricing of multivariate derivatives under switching regime models
Applied Stochastic Models in Business and Industry, 2021
Estimation of the instantaneous volatility and detection of volatility jumps
arXiv, 2016
Arbitrage and hedging in a non probabilistic framework
Mathematics and Financial Economics, 2013
Pricing two dimensional derivatives under stochastic correlation
International Journal of Financial Markets and Derivatives, 2011
Research Interests
Statistical interference for stochastic processes
Financial mathematics
Stochastic processes