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~person:"Barbachan, José Santiago Fajardo"
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Barbachan, José Santiago Fajardo
Corcuera, José Manuel
32
Schoutens, Wim
12
Podolskij, Mark
11
Barndorff-Nielsen, Ole E.
8
Fajardo, José
5
De Spiegeleer, Jan
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Nualart, David
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Valdivia, Arturo
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Di Nunno, Giulia
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Guillaume, Florence
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Hedevang, Emil
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Jönsson, Henrik
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Benth, Fred Espen
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Corcuera, Jose Manuel
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of banking & finance
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ECONIS (ZBW)
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Kyle equilibrium under random price pressure
Corcuera, José Manuel
;
Di Nunno, Giulia
;
Barbachan, …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012065175
Saved in:
2
On the optimal investment
Corcuera, José Manuel
;
Barbachan, José Santiago Fajardo
; …
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 313-330)
.
2016
Persistent link: https://www.econbiz.de/10011800384
Saved in:
3
Close form pricing formulas for Coupon Cancellable CoCos
Corcuera, José Manuel
;
De Spiegeleer, Jan
;
Barbachan, …
- In:
Journal of banking & finance
42
(
2014
),
pp. 339-351
Persistent link: https://www.econbiz.de/10010408370
Saved in:
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