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A compound option model for evaluating multistage natural resource investments

Cortazar, Gonzalo; Casassus, Jaime - In: Project flexibility, agency, and competition : new …, (pp. 205-223). 2000

Persistent link: https://www.econbiz.de/10001680724

Essays on contingent claims

Cortazar, Gonzalo - 1992

Persistent link: https://www.econbiz.de/10000858475

The valuation of multidimensional American real options using the LSM simulation method

Cortazar, Gonzalo; Gravet, Miguel; Urzua, Jorge - In: Computers & operations research : and their … 35 (2008) 1, pp. 113-129

Persistent link: https://www.econbiz.de/10003665868

An N-factor Gaussian model of oil futures prices

Cortazar, Gonzalo; Naranjo, Lorenzo - In: The journal of futures markets 26 (2006) 3, pp. 243-268

Persistent link: https://www.econbiz.de/10003303997

Term-structure estimation in markets with infrequent trading

Cortazar, Gonzalo; Schwartz, Eduardo S.; Naranjo, Lorenzo F. - In: International journal of finance & economics : IJFE 12 (2007) 4, pp. 353-369

Persistent link: https://www.econbiz.de/10003564026

Risk management with thinly traded securities : methodology and implementation

Bernales, Alejandro; Beuermann, Diether W.; Cortazar, … - 2013

Thinly traded securities exist in both emerging and well developed markets. However, plausible estimations of market risk measures for portfolios with infrequently traded securities have not been explored in the literature. We propose a methodology to calculate market risk measures based on the...

Persistent link: https://www.econbiz.de/10011303812