Jacinto Marabel Romo

Available identifiers

zbMath Open marabel-romo.jacintoMaRDI QIDQ315044

List of research outcomes

Publication	Date of Publication	Type
Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options?	2016-09-19	Paper
A closed-form solution for outperformance options with stochastic correlation and stochastic volatility	2015-06-23	Paper
Dynamics of the implied volatility surface. Theory and empirical evidence	2015-04-23	Paper
Investment decisions with financial constraints. Evidence from Spanish firms	2015-04-08	Paper
WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK	2013-01-16	Paper
PRICING DIGITAL OUTPERFORMANCE OPTIONS WITH UNCERTAIN CORRELATION	2011-10-24	Paper

Research outcomes over time

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