Gerardo Hernández-del-Valle

Names

Identifer

Contact

Affiliations

• Centro de Estudios Monetarios Latinoamericanos (CEMLA)
  • EDIRC entry
  • location:

Research profile

author of:

• Optimal execution of Portfolio transactions with geometric price process (RePEc:arx:papers:0908.1211)
  by Gerardo Hernandez-del-Valle & Carlos Pacheco-Gonzalez
• On a new class of barrier options (RePEc:bdm:wpaper:2014-23)
  by Hernández del Valle Gerardo
• Valuation of credit default swaps via Bessel bridges (RePEc:bdm:wpaper:2014-27)
  by Hernández del Valle Gerardo & Pacheco-González Carlos
• On the pricing of defaultable bonds and Hitting times of Ito processes (RePEc:bdm:wpaper:2015-21)
  by Hernández del Valle Gerardo
• A Functional Approach to Test Trending Volatility (RePEc:bdm:wpaper:2016-04)
  by Hernández del Valle Gerardo & Juárez-Torres Miriam & Guerrero Santiago
• Do heterogeneous countries respond differently to oil price shocks? (RePEc:bdm:wpaper:2018-09)
  by Hernández Vega Marco A. & Hernández del Valle Gerardo & Guerrero Santiago
• The Stock Market Effects of Committing and Setting GHG Targets: Evidence from the Science-Based Initiative (RePEc:bdm:wpaper:2023-15)
  by Guerrero-Escobar Santiago & Hernández-del-Valle Gerardo & Hernández Vega Marco & De-la-Mora Paula
• Explicit formulae for the valuation of European options with price impacts (RePEc:cml:wpseri:04)
  by Julio César Rodríguez-Burgos & Gerardo Hernández-del-Valle & Héctor Jasso-Fuentes
• On the heat equation with a moving boundary and applications to hitting times for Brownian motion (RePEc:cml:wpseri:05)
  by Gerardo Hernández-del-Valle & Wincy A. Guerra-Polania
• A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models (RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9666-8)
  by Lourdes Uribe & Benjamin Perea & Gerardo Hernández-del-Valle & Oliver Schütze
• Inflation expectations derived from a portfolio model (RePEc:pra:mprapa:69489)
  by Covarrubias, Enrique & Hernández-del-Valle, Gerardo