The following pages link to Jacinto Marabel Romo (Q315044):
Displayed 6 items.
- Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? (Q315045) (← links)
- A closed-form solution for outperformance options with stochastic correlation and stochastic volatility (Q2351280) (← links)
- PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION (Q3094328) (← links)
- WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK (Q4902547) (← links)
- Investment decisions with financial constraints. Evidence from Spanish firms (Q5245417) (← links)
- Dynamics of the implied volatility surface. Theory and empirical evidence (Q5247237) (← links)