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Zapatero, Fernando
150
Cvitanić, Jakša
74
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31
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18
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18
Malamud, Semyon
15
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14
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10
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8
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7
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7
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6
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6
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2
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181
On the Recoverability of Preferences and Beliefs
Cuoco, Domenico
;
Zapatero, Fernando
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10007050709
Saved in:
182
Equilibrium asset prices and exchange rates
Zapatero, Fernando
- In:
Journal of economic dynamics & control
19
(
1995
)
4
,
pp. 787-812
Persistent link: https://www.econbiz.de/10006799906
Saved in:
183
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Ibáñez, Alfredo
;
Zapatero, Fernando
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10006693323
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184
Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10008217835
Saved in:
185
General Equilibrium with Constant Relative Risk Aversion and Vasicek Interest Rates
Goldstein, Robert
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 331
Persistent link: https://www.econbiz.de/10008220890
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186
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
Cadenillas, Abel
;
Sarkar, Sudipto
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 81-110
Persistent link: https://www.econbiz.de/10008222124
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187
Implications of Keeping-Up-with-the-Joneses Behavior for the Equilibrium Cross Section of Stock Returns: International Evidence
GÓMez, Juan-Pedro
;
Priestley, Richard
;
Zapatero, Fernando
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2703-2738
Persistent link: https://www.econbiz.de/10008336793
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188
A Bayesian's Bubble
GÓMEZ, JUAN-PEDRO
;
PRIESTLEY, RICHARD
;
ZAPATERO, FERNANDO
- In:
The journal of finance : the journal of the American …
64
(
2009
)
6
,
pp. 2665-2702
Persistent link: https://www.econbiz.de/10008339793
Saved in:
189
A class of quadratic options for exchange rate stabilization
Suh, Sangwon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3478-3501
Persistent link: https://www.econbiz.de/10008110431
Saved in:
190
Analytic Pricing of Employee Stock Options
Cvitanic, Jaksa
;
Wiener, Zvi
;
Zapatero, Fernando
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 683-724
Persistent link: https://www.econbiz.de/10007984225
Saved in:
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