3
H index
1
i10 index
58
Citations
Javier F. Navas : Citation Profile
Universidad Pablo de Olavide | RESEARCH PRODUCTION: 9 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2001 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Javier F. Navas. | Is cited by:
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Main data
Where Javier F. Navas has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 3 |
| Quantitative Finance | 2 |
Recent works citing Javier F. Navas (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | A Quantum Mechanics for interest rate derivatives markets. (2022). Bueno-Guerrero, Alberto. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010808. Full description at Econpapers || Download paper |
| 2022 | Generic improvements to least squares monte carlo methods with applications to optimal stopping problems. (2022). Zhu, Dan ; Wei, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1132-1144. Full description at Econpapers || Download paper |
| 2021 | Fair dynamic valuation of insurance liabilities via convex hedging. (2021). Dhaene, Jan ; Chen, ZE ; Yang, Tianyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:1-13. Full description at Econpapers || Download paper |
| 2022 | Pricing and Hedging Bond Power Exchange Options in a Stochastic String Term-Structure Model. (2022). Clark, Steven P ; Bueno-Guerrero, Alberto ; Blenman, Lloyd P. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:188-:d:927307. Full description at Econpapers || Download paper |
| 2022 | A least-squares Monte Carlo approach to the estimation of enterprise risk. (2022). Bauer, Daniel ; Ha, Hongjun. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00478-7. Full description at Econpapers || Download paper |
Works by Javier F. Navas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2003 | Australian Asian Options In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Australian Asian options.(2003) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Stochastic string models with continuous semimartingales In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2016 | The stochastic string model as a unifying theory of the term structure of interest rates In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2020 | Valuation of caps and swaptions under a stochastic string model In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2009 | Valuing the option to purchase an asset at a proportional discount: A correction In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 43 |
| 2001 | On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives.(2001) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
| 2008 | Australian Options In: Australian Journal of Management. [Full Text][Citation analysis] | article | 3 |
| 2013 | Pricing levered warrants with dilution using observable variables In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2022 | Bond market completeness under stochastic strings with distribution-valued strategies In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Secured Debt, Agency Problems, and the Classic Model of the Firm In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team