Publications by the researcher in collaboration with Juan Ignacio Peña Sánchez de Rivera (2)

1999

  1. Why do we smile? on the determinants of the implied volatility function

    Journal of Banking and Finance, Vol. 23, Núm. 8, pp. 1151-1179

1998

  1. Why do we smile?: on the determinants of the implied voatility function

    III Encontro Galego de Xóvenes Investigadores de Análise Económico: Vigo, 9, 10 e 11 de xullo de 1997. Libro de actas