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Existence of equilibrium in co...
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Nash equilibrium
43
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Carmona, Guilherme
150
Barbachan, José Santiago Fajardo
42
Podczeck, Konrad
19
Barlo, Mehmet
13
Farias, Aquiles Rocha de
10
Ornelas, José Renato Haas
8
Sabourian, Hamid
6
Barbachan, José Fajardo
5
Fajardo, José
4
Mordecki, Ernesto
4
Corcuera, José Manuel
3
Krittanai Laohakunakorn
3
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2
CARMONA, GUILHERME
2
Castro Silva, André de
2
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2
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De Spiegeleer, Jan
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Faculdade de Economia, Universidade Nova de Lisboa
27
EconWPA
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FEUNL Working Paper Series
34
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13
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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3
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3
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Economics Letters
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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ECONIS (ZBW)
103
RePEc
71
OLC EcoSci
25
EconStor
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Other ZBW resources
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Equivalent martingale measures and Lévy processes
Barbachan, José Santiago Fajardo
- In:
Revista brasileira de economia : RBE ; revista da …
60
(
2006
)
4
,
pp. 353-361
Persistent link: https://www.econbiz.de/10003423429
Saved in:
2
Optimal consumption and investment with Lévy processes
Barbachan, José Santiago Fajardo
- In:
Revista brasileira de economia : RBE ; revista da …
57
(
2003
)
4,2
,
pp. 825-848
Persistent link: https://www.econbiz.de/10002093492
Saved in:
3
Optimal consumption and investment with hyperbolic Lévy motion
Barbachan, José Santiago Fajardo
- In:
Revista de econometria
20
(
2000
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10001804037
Saved in:
4
Equilibrium in stochastic economies with incomplete financial markets
Barbachan, José Santiago Fajardo
- In:
Brazilian review of econometrics : the review of the …
22
(
2002
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10001806199
Saved in:
5
Pricing derivatives on two-dimensional Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
International journal of theoretical and applied finance
9
(
2006
)
2
,
pp. 185-197
Persistent link: https://www.econbiz.de/10003312719
Saved in:
6
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
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7
Pricing and optimality with default spreads
Barbachan, José Santiago Fajardo
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
2
,
pp. 686-692
Persistent link: https://www.econbiz.de/10003852652
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8
Statistical arbitrage with default and collateral
Barbachan, José Santiago Fajardo
;
Lacerda, Ana
- In:
Economics letters
108
(
2010
)
1
,
pp. 81-84
Persistent link: https://www.econbiz.de/10008662220
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9
Market symmetry in time-changed Brownian models
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
Finance research letters
7
(
2010
)
1
,
pp. 53-59
Persistent link: https://www.econbiz.de/10003972394
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10
Derivative pricing using multivariate affine generalized hyperbolic distributions
Barbachan, José Santiago Fajardo
;
Farias, Aquiles Rocha de
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1607-1617
Persistent link: https://www.econbiz.de/10008649442
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