List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| 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? Review of Derivatives Research | 2016-09-19 | Paper |
| A closed-form solution for outperformance options with stochastic correlation and stochastic volatility Journal of Industrial and Management Optimization | 2015-06-23 | Paper |
| Dynamics of the implied volatility surface. Theory and empirical evidence Quantitative Finance | 2015-04-23 | Paper |
| Investment decisions with financial constraints. Evidence from Spanish firms Quantitative Finance | 2015-04-08 | Paper |
| WORST-OF OPTIONS AND CORRELATION SKEW UNDER A STOCHASTIC CORRELATION FRAMEWORK International Journal of Theoretical and Applied Finance | 2013-01-16 | Paper |
| Pricing digital outperformance options with uncertain correlation International Journal of Theoretical and Applied Finance | 2011-10-24 | Paper |
Research outcomes over time
This page was built for person: Jacinto Marabel Romo
