Javier F. Navas
Names
| first: |
Javier |
| middle: |
F. |
| last: |
Navas |
Identifer
Contact
Affiliations
-
Universidad Pablo de Olavide
/ Departamento de Economía Financiera y Contabilidad
Research profile
author of:
- Australian Asian Options (RePEc:bge:wpaper:28)
by Manuel Moreno & Javier F. Navas - Stochastic string models with continuous semimartingales (RePEc:eee:phsmap:v:433:y:2015:i:c:p:229-246)
by Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F. - The stochastic string model as a unifying theory of the term structure of interest rates (RePEc:eee:phsmap:v:461:y:2016:i:c:p:217-237)
by Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F. - Valuation of caps and swaptions under a stochastic string model (RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305744)
by Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F. - Valuing the option to purchase an asset at a proportional discount: A correction (RePEc:eee:quaeco:v:49:y:2009:i:2:p:720-724)
by Navas, Javier F. - On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives (RePEc:kap:revdev:v:6:y:2003:i:2:p:107-128)
by Manuel Moreno & Javier Navas - Australian Options (RePEc:sae:ausman:v:33:y:2008:i:1:p:69-93)
by Manuel Moreno & Javier F. Navas - Pricing levered warrants with dilution using observable variables (RePEc:taf:quantf:v:13:y:2013:i:8:p:1199-1209)
by Isabel ABÍNZANO & Javier F. Navas - Bond market completeness under stochastic strings with distribution-valued strategies (RePEc:taf:quantf:v:22:y:2022:i:2:p:197-211)
by Alberto Bueno-Guerrero & Manuel Moreno & Javier F. Navas - On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives (RePEc:upf:upfgen:543)
by Manuel Moreno & Javier R. Navas - Australian Asian options (RePEc:upf:upfgen:680)
by Manuel Moreno & Javier F. Navas - Secured Debt, Agency Problems, and the Classic Model of the Firm (RePEc:wsi:qjfxxx:v:11:y:2021:i:03:n:s2010139221500154)
by Javier F. Navas