Publications in collaboration with researchers from 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