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~type_genre:"Aufsatz in Zeitschrift"
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Search: person:"Corcuera, José Manuel"
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4
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4
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2
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Corcuera, José Manuel
7
Schoutens, Wim
4
Barbachan, José Santiago Fajardo
2
De Spiegeleer, Jan
2
Di Nunno, Giulia
2
Benth, Fred Espen
1
Ferreiro-Castilla, Albert
1
Guillaume, Florence
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International Journal of Portfolio Analysis and Management
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Journal of banking & finance
1
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
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1
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
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
Saved in:
3
Special issue on Barcelona workshop on mathematical finance
Corcuera, José Manuel
(
ed.
);
Schoutens, Wim
(
ed.
); …
-
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
-
2018
Persistent link: https://www.econbiz.de/10011894050
Saved in:
4
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:
5
Pricing of contingent convertibles under smile conform models
Corcuera, José Manuel
;
De Spiegeleer, Jan
; …
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
3
,
pp. 121-140
Persistent link: https://www.econbiz.de/10010239242
Saved in:
6
Implied liquidity: towards stochastic liquidity modelling and liquidity trading
Corcuera, José Manuel
;
Guillaume, Florence
;
Madan, Dilip B.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009706521
Saved in:
7
Completion of a Lévy market by power-jump assets
Corcuera, José Manuel
;
Nualart, David
;
Schoutens, Wim
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10002497084
Saved in:
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