José Fajardo

Available identifiers

Publication	Date of Publication	Type
On the propensity to issue contingent convertible (CoCo) bonds	2021-06-02	Paper
Kyle equilibrium under random price pressure	2019-10-23	Paper
Barrier style contracts under Lévy processes once again	2018-04-20	Paper
SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW	2018-04-11	Paper
On the Optimal Investment	2017-07-31	Paper
CoCos with Extension Risk. A Structural Approach	2017-01-16	Paper
Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models	2015-05-04	Paper
Skewness premium with Lévy processes	2015-04-16	Paper
Barrier Options under L\'evy Processes: a Simple Short-Cut	2013-03-25	Paper
Behavioral arbitrage with collateral and uncertain deliveries	2012-03-08	Paper
Statistical arbitrage with default and collateral	2010-09-07	Paper
Existence of equilibrium in common agency games with adverse selection	2009-07-15	Paper
Symmetry and Time Changed Brownian Motions	2008-10-23	Paper
A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets	2006-10-23	Paper
Symmetry and duality in Lévy markets	2006-08-21	Paper
PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES	2006-05-10	Paper
A note on arbitrage and exogenous collateral	2005-10-27	Paper
Endogenous collateral	2005-09-02	Paper

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