Publicaciones en colaboración con investigadoras/es de Universitat Pompeu Fabra (3)

2018

  1. Importance sampling applied to greeks for jump–diffusion models with stochastic volatility

    Journal of Computational Finance, Vol. 22, Núm. 1, pp. 79-105

2014

  1. Immigration in Spain: what have we learned from recent evidence?

    Cuadernos económicos de ICE, Núm. 87, pp. 9-28

2011

  1. Conditional beta pricing models: A nonparametric approach

    Journal of Banking and Finance, Vol. 35, Núm. 12, pp. 3362-3382