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Navas, Javier F.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,419 |
Total
Citations
2 |
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1.
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Moreno, Manuel University of Castilla-La Mancha Navas, Javier F. Pablo de Olavide University
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20 Nov 07
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07 Dec 07
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424
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Least-Squares Monte Carlo, Option Pricing, American Options
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2.
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Navas, Javier F. Pablo de Olavide University
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335
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term structure, yield curve, calibration
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3.
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Navas, Javier F. Pablo de Olavide University
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20 Nov 07
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Last Revised:
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05 Dec 07
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311
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jump-diffusion process, option pricing, volatility smile
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4.
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Navas, Javier F. Pablo de Olavide University
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134
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convertible bonds, option pricing, stochastic interest rates
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5.
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Moreno, Manuel University of Castilla-La Mancha Navas, Javier F. Pablo de Olavide University
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131
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Asian Options, Arithmetic Average, Geometric Average, Edgeworth Expansion, Lognormal Distribution, Gamma Distribution
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6.
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Navas, Javier F. Pablo de Olavide University
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10 Oct 00
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Last Revised:
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26 Nov 07
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84
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Records 1 -
6
of 6 matches
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