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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Arruñada, Benito
5
Ganuza, Juan José
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Lourenço, Helena
5
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4
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4
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4
Jeon, Doh-Shin
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García Montalvo, José
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3
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3
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Kohatsu-Higa, Arturo
3
Kugler, Adriana D.
3
López Nicolás, Ángel
3
Rodríguez Mora, José Vicente
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3
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3
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3
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2
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2
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2
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2
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287
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71
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69
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
112
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ECONIS (ZBW)
112
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1
On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
Saved in:
2
Shocks and institutions in a job matching model
Häfke, Christian
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001608378
Saved in:
3
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
4
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
5
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
6
Australian Asian options
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055053
Saved in:
7
The impact of interest-rate subsidies on long-term household debt: evidence from a large program
Martins, Nuno C.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939845
Saved in:
8
Implications of dynamic trading for insurance markets
Penalva, José
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110193
Saved in:
9
Effects of employment protection and product market regulations on the Italian labor market
Kugler, Adriana D.
(
contributor
);
Pica, Giovanni
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110231
Saved in:
10
Finite mixture analysis of beauty-contest data from multiple samples
Bosch Domènech, Antoni
;
García Montalvo, José
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111627
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