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Schoutens, Wim
23
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12
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4
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4
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3
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3
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Completion of a Lévy market by power-jump assets
Corcuera, José Manuel
;
Nualart, David
;
Schoutens, Wim
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 109-128
Persistent link: https://www.econbiz.de/10008222973
Saved in:
2
Endogenous collateral
Araujo, Aloisio
;
Fajardo, José
;
Páscoa, Mario R.
- In:
Journal of mathematical economics
41
(
2005
)
4
,
pp. 439-462
Persistent link: https://www.econbiz.de/10006016210
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3
Statistical arbitrage with default and collateral
Fajardo, José
;
Lacerda, Ana
- In:
Economics letters
108
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008422804
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4
Estimating Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
Fajardo, José
;
Ornelas, José Renato Haas
;
Farias, …
- In:
Economia aplicada : EA
16
(
2012
)
4
,
pp. 567-579
Persistent link: https://www.econbiz.de/10010167766
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5
Pricing and optimality with default spreads
Fajardo, José
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 686-692
Persistent link: https://www.econbiz.de/10008244899
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6
Existence of equilibrium in common agency games with adverse selection
Carmona, Guilherme
;
Fajardo, José
- In:
Games and economic behavior
66
(
2009
)
2
,
pp. 749-760
Persistent link: https://www.econbiz.de/10008262051
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7
Duality and symmetry with time-changed Lévy processes
Fajardo, José
;
Mordecki, Ernesto
- In:
Brazilian review of econometrics : the review of the …
28
(
2008
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10010077038
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8
Generalized hyperbolic distributions and Brazilian data
Fajardo, José
;
Farias, Aquiles
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
2
,
pp. 249-271
Persistent link: https://www.econbiz.de/10009081713
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9
Interação Social e o Comportamento da Investidora Brasileira
Fajardo, José
;
Blanco, Sandra
- In:
Revista brasileira de economia : RBE ; revista da …
64
(
2010
)
3
,
pp. 245-261
Persistent link: https://www.econbiz.de/10009252288
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10
Multivariate affine generalized hyperbolic distributions: An empirical investigation
Fajardo, José
;
Farias, Aquiles
- In:
International review of financial analysis
18
(
2009
)
4
,
pp. 174-185
Persistent link: https://www.econbiz.de/10008895019
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