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Mendoza-Arriaga, Rafael


 SSRN Author Rank: 24,048 by Downloads
 

University of Texas at Austin - Department of Information, Risk and Operations Management


 CBA 5.202
 Austin, TX 78712
 United States
 email address

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. Mendoza-Arriaga, Rafael's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
975
Total
Citations
24
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Time Changed Markov Processes in Unified Credit-Equity Modeling | Show Abstract | Download |
FDIC Center for Financial Research Working Paper No. 2008-03
Working Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
28 Mar 08
371
(42,361)
13

2.  
Sun, Yunpeng
Northwestern University - Department of Industrial Engineering and Management Sciences
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
03 Nov 10
Last Revised:
20 Aug 13
214
(78,603)
 

3.  
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
18 May 09
178
(94,203)
2

4.  
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
03 Nov 10
Last Revised:
05 Aug 13
98
(153,114)
 

5.  
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
09 Sep 12
Last Revised:
06 May 13
81
(173,228)
1

6.  
Lorig, Matthew
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Lozano-Carbasse, Oriol
Princeton University - Bendheim Center for Finance
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Posted:
10 Sep 12
Last Revised:
02 Jul 13
30
(270,480)
 

7.  
Time-Changed Markov Processes in Unified Credit-Equity Modeling | Show Abstract | Download |
Mathematical Finance, Vol. 20, Issue 4, pp. 527-569, October 2010
Accepted Paper Series
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Linetsky, Vadim
Northwestern University - Department of Industrial Engineering and Management Sciences
Posted:
27 Sep 10
3
(372,037)
8

8.  
Modeling and Forecasting Mortality Rates | Show Abstract |
Insurance: Mathematics and Economics, Vol. 52, No. 2, 2013
Accepted Paper Series
Mitchell, Daniel
University of Texas at Austin - Red McCombs School of Business
Brockett, Patrick L.
University of Texas at Austin - Department of Information, Risk and Operations Management
Mendoza-Arriaga, Rafael
University of Texas at Austin - Department of Information, Risk and Operations Management
Muthuraman, Kumar
University of Texas at Austin - McCombs School of Business
Posted:
02 Dec 11
Last Revised:
08 Aug 13
 


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