Dan Pirjol
Scholar

Dan Pirjol

Google Scholar ID: -cBz7pQAAAAJ
Associate Professor, Stevens Institute of Technology
physicsstatistical mechanicsmathematical financeapplied mathematics
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All-time
Citations
2,834
 
H-index
21
 
i10-index
38
 
Publications
20
 
Co-authors
0
 
Contact
Emaildpirjol@stevens.eduTwitterOpen ↗
Publications
3 items
Error bound for the asymptotic expansion of the Hartman-Watson integral
2025
Cited
0
VIX options in the SABR model
2025
Cited
0
Short-maturity Asian options in local-stochastic volatility models
2024
Cited
0
Resume (English only)
Co-authors
0 total
Co-authors: 0 (list not available)