BiRTE, Bilbao Research Team in Economics - GIC 21/155
![Foto de BiRTE, Bilbao Research Team in Economics - GIC 21/155](/img/grupo.png)
![Foto de Universitat Pompeu Fabra](/img/noimage_org.png)
Universitat Pompeu Fabra
Barcelona, EspañaPublicaciones en colaboración con investigadoras/es de Universitat Pompeu Fabra (3)
2018
-
Importance sampling applied to greeks for jump–diffusion models with stochastic volatility
Journal of Computational Finance, Vol. 22, Núm. 1, pp. 79-105
2014
-
Immigration in Spain: what have we learned from recent evidence?
Cuadernos económicos de ICE, Núm. 87, pp. 9-28
2011
-
Conditional beta pricing models: A nonparametric approach
Journal of Banking and Finance, Vol. 35, Núm. 12, pp. 3362-3382