Álvaro Cartea

Álvaro Cartea is Associate Professor of Mathematics at the Mathematical Institute, University of Oxford, a member of the Mathematical and Computational Finance Group and an academic member of the Oxford-Man Institute. Álvaro is Editor-in-Chief of Applied Mathematical Finance. Álvaro obtained his Doctorate from the University of Oxford in 2003.

Articles by Álvaro Cartea

Original research

Technical uncertainty in real options with learning

This paper introduces a new approach for incorporating uncertainty in the decision to invest in a commodity reserve.

10 Dec 2018

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