Scholar
Dan Pirjol
Google Scholar ID: -cBz7pQAAAAJ
Associate Professor, Stevens Institute of Technology
physics
statistical mechanics
mathematical finance
applied mathematics
Follow
Homepage
↗
Google Scholar
↗
Citations & Impact
All-time
Citations
2,834
H-index
21
i10-index
38
Publications
20
Co-authors
0
Contact
Email
dpirjol@stevens.edu
Twitter
Open ↗
Publications
4 items
VIX options in Bergomi models
2026
Cited
0
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
