Francisco Javier
Fernández Navas
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Universidad de Castilla-La Mancha
Ciudad Real, EspañaUniversidad de Castilla-La Mancha-ko ikertzaileekin lankidetzan egindako argitalpenak (10)
2022
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Bond market completeness under stochastic strings with distribution-valued strategies
Quantitative Finance, Vol. 22, Núm. 2, pp. 197-211
2020
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Valuation of caps and swaptions under a stochastic string model
Physica A: Statistical Mechanics and its Applications, Vol. 559
2018
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Hedging asian bond options with malliavin calculus under stochastic string models
Contributions to Management Science (Springer), pp. 169-180
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Sensitivity analysis and hedging in stochastic string models
Contributions to Management Science (Springer), pp. 151-167
2016
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The stochastic string model as a unifying theory of the term structure of interest rates
Physica A: Statistical Mechanics and its Applications, Vol. 461, pp. 217-237
2015
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Stochastic string models with continuous semimartingales
Physica A: Statistical Mechanics and its Applications, Vol. 433, pp. 229-246
2013
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Hedging Strategies with Variable Purchase Options
Rethinking Valuation and Pricing Models (Elsevier Inc.), pp. 429-442
2012
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Hedging strategies with variable purchase options
Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges (Elsevier), pp. 429-442
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On the empirical behavior of stochastic volatility models: Do skewness and kurtosis matter?
Contemporary Studies in Economic and Financial Analysis, Vol. 94, pp. 227-257
2008
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Australian Options
Australian Journal of Management, Vol. 33, Núm. 1, pp. 69-93