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Yield curve fitting with term structure models : empirical evidence from the euro market
Navas, Javier F. - In: Revista de economía aplicada : publicación cuatrimestral 13 (2005) 39, pp. 87-114
Persistent link: https://www.econbiz.de/10009944720
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Calculation of Volatility in a Jump-Diffusion Model
Navas, Javier F. - In: The journal of derivatives : the official publication … 11 (2003) 2, pp. 66
Persistent link: https://www.econbiz.de/10005930424
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On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives
Moreno, Manuel; Navas, Javier F. - In: Review of derivatives research 6 (2003) 2, pp. 107-128
Persistent link: https://www.econbiz.de/10005931514
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Pricing levered warrants with dilution using observable variables
ABNZANO, Isabel; Navas, Javier F. - In: Quantitative finance 13 (2013) 8, pp. 1199-1209
Persistent link: https://www.econbiz.de/10010148516
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4 Australian Options
Moreno, Manuel; Navas, Javier F. - In: Australian journal of management 33 (2008) 1, pp. 69-94
Persistent link: https://www.econbiz.de/10008076650
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Valuing the option to purchase an asset at a proportional discount: A correction
Navas, Javier F. - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 720-724
Persistent link: https://www.econbiz.de/10008244896
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Reestructurarse o morir
Abínzano, Isabel; Navas, Javier F. - In: Universia business review : revista trimestral de … 21 (2009), pp. 14-35
Persistent link: https://www.econbiz.de/10009947929
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Valuing the option to purchase an asset at a proportional discount: A correction
Navas, Javier F. - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 720-725
Persistent link: https://www.econbiz.de/10008891708