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A two-mean reverting-factor model of the term structure of interest rates
Moreno, Manuel - In: The journal of futures markets 23 (2003) 11, pp. 1075-1106
Persistent link: https://www.econbiz.de/10006821046
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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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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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Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?
Marroquı´n-Martı´nez, Naroa; Moreno, Manuel - In: European journal of operational research : EJOR 225 (2013) 3, pp. 429-442
Persistent link: https://www.econbiz.de/10010053850
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Statistical properties and economic implications of jump-diffusion processes with shot-noise effects
Moreno, Manuel; Serrano, Pedro; Stute, Winfried - In: European journal of operational research : EJOR 214 (2011) 3, pp. 656-665
Persistent link: https://www.econbiz.de/10009178368