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Introduction to the economics and mathematics of financial markets
Cvitanić, Jakša; Zapatero, Fernando - 2004
Persistent link: https://www.econbiz.de/10002346328
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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. 253-275
Persistent link: https://www.econbiz.de/10002103593
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General equilibrium with constant relative risk aversion and Vasicek interest rates
Goldstein, Robert - In: Mathematical finance : an international journal of … 6 (1996) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10001208953
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Exchange rate intervention with options
Zapatero, Fernando; Reverter, Luis F. - In: Journal of international money and finance 22 (2003) 2, pp. 289-306
Persistent link: https://www.econbiz.de/10001745738
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The trade-off model with mean reverting earnings : theory and empirical tests
Sarkar, Sudipto; Zapatero, Fernando - In: The economic journal : the journal of the Royal … 113 (2003), pp. 834-860
Persistent link: https://www.econbiz.de/10001806097
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Asset pricing implications of benchmarking : a two-factor CAPM
Gómez, Juan-Pedro; Zapatero, Fernando - In: The European journal of finance 9 (2003) 4, pp. 343-357
Persistent link: https://www.econbiz.de/10001841329
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Asset pricing implications of benchmarking : a two-factor CAPM
Ǵomez, Juan-Pedro (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050252
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Keeping up with the Joneses : an international asset pricing model
Gómez, Juan-Pedro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002050330
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Efficient consumption set under recursive utility and unknown beliefs
Lazrak, Ali; Zapatero, Fernando - In: Journal of mathematical economics 40 (2004) 1/2, pp. 207-226
Persistent link: https://www.econbiz.de/10001961433
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On the recoverability of preferences and beliefs
Cuoco, Domenico; Zapatero, Fernando - In: The review of financial studies 13 (2000) 2, pp. 417-431
Persistent link: https://www.econbiz.de/10001485510