Victor Hugo Martinez

Baruch College, City University of New York, Department of Economics and Finance

Assistant Professor of Finance

55 Lexington Avenue

New York, NY 10010

United States

http://faculty.baruch.cuny.edu/vmartinez

SCHOLARLY PAPERS

1

DOWNLOADS

519

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (1)

1.

Cash Mergers and the Volatility Smile

AFA 2010 Atlanta Meetings Paper
Number of pages: 58 Posted: 20 Mar 2009 Last Revised: 13 Apr 2019
Alan Bester, Victor Hugo Martinez and Ioanid Rosu
University of Chicago Graduate School of Business, Baruch College, City University of New York, Department of Economics and Finance and HEC Paris - Finance Department
Downloads 519 (57,934)
Citation 5

Abstract:

Loading...

Mergers and Acquisitions, Black--Scholes Formula, Success Probability, Fallback Price, Markov Chain Monte Carlo