The following pages link to José Fajardo (Q666443):
Displaying 16 items.
- Behavioral arbitrage with collateral and uncertain deliveries (Q666444) (← links)
- Statistical arbitrage with default and collateral (Q991350) (← links)
- Barrier style contracts under Lévy processes once again (Q1744875) (← links)
- Kyle equilibrium under random price pressure (Q2331003) (← links)
- Symmetry and Bates' rule in Ornstein-Uhlenbeck stochastic volatility models (Q2343101) (← links)
- Endogenous collateral (Q2387402) (← links)
- Existence of equilibrium in common agency games with adverse selection (Q2389302) (← links)
- A note on arbitrage and exogenous collateral (Q2569390) (← links)
- CoCos with Extension Risk. A Structural Approach (Q2956065) (← links)
- SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW (Q4634637) (← links)
- On the Optimal Investment (Q4976507) (← links)
- On the propensity to issue contingent convertible (CoCo) bonds (Q4991052) (← links)
- Skewness premium with Lévy processes (Q5245915) (← links)
- PRICING DERIVATIVES ON TWO-DIMENSIONAL LÉVY PROCESSES (Q5291319) (← links)
- Symmetry and duality in Lévy markets (Q5484646) (← links)
- A Note on Pricing, Duality and Symmetry for Two-Dimensional Lévy Markets (Q5493548) (← links)
