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Navas, Javier F.


 SSRN Author Rank: 15,572 by Downloads
 

Pablo de Olavide University


 Ctra. de Utrera, Km.1
 41013 Seville
 Spain
 email address

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. Navas, Javier F.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,419
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
On the Robustness of Least - Squares Monte Carlo (LSM) for Pricing American Derivatives | Show Abstract | Download |
Review of Derivatives Research, Vol. 6, No. 2, 2003
Accepted Paper Series
Moreno, Manuel
University of Castilla-La Mancha
Navas, Javier F.
Pablo de Olavide University
Posted:
20 Nov 07
Last Revised:
07 Dec 07
424
(31,611)
 

2.  
Yield Curve Fitting with Term Structure Models: Empirical Evidence from the Euro Market | Show Abstract | Download |
Revista de Economía Aplicada, Vol. 13, No. 39, 2005
Accepted Paper Series
Navas, Javier F.
Pablo de Olavide University
Posted:
20 Nov 07
335
(42,339)
 

3.  
Calculation of Volatility in a Jump-Diffusion Model | Show Abstract | Download |
Journal of Derivatives, Vol. 11, No. 2, 2003
Accepted Paper Series
Navas, Javier F.
Pablo de Olavide University
Posted:
20 Nov 07
Last Revised:
05 Dec 07
311
(46,193)
 

4.  
Pricing LYONs Under Stochastic Interest Rates | Show Abstract | Download |
Revista de Economía Financiera, Vol. 7, 2005
Accepted Paper Series
Navas, Javier F.
Pablo de Olavide University
Posted:
20 Nov 07
134
(107,868)
 

5.  
Australian Options | Show Abstract | Download |
EFMA 2004 Basel Meetings Paper
Working Paper Series
Moreno, Manuel
University of Castilla-La Mancha
Navas, Javier F.
Pablo de Olavide University
Posted:
18 May 04
131
(109,958)
 

6.  
Consistent Versus Non-Consistent Term Structure Models: Some Evidence from the Spanish Market | Show Abstract | Download |
The Journal of Fixed Income, Vol. 9, No. 3, December 1999
Accepted Paper Series
Navas, Javier F.
Pablo de Olavide University
Posted:
10 Oct 00
Last Revised:
26 Nov 07
84
(151,666)
2


Records 1 - 6 of 6 matches
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