3
H index
1
i10 index
65
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:
| Cites to:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Risk management with Local Least Squares Monte-Carlo. (2023). Akbaraly, Adnane ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023003. Full description at Econpapers || Download paper |
| 2023 | Finite Difference Solution Ansatz approach in Least-Squares Monte Carlo. (2023). Huo, Jiawei. In: Papers. RePEc:arx:papers:2305.09166. Full description at Econpapers || Download paper |
| 2023 | Valuing photovoltaic power plants by compound real options. (2023). Pringles, Rolando ; Olsina, Fernando ; Mombello, Bruno. In: Renewable Energy. RePEc:eee:renene:v:216:y:2023:i:c:s0960148123009357. Full description at Econpapers || Download paper |
| 2024 | Pricing levered warrants under the CEV diffusion model. (2024). Cruz, Aricson ; Dias, Jose Carlos ; Gloria, Carlos Miguel. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:1:d:10.1007_s11147-023-09199-1. 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 nother 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 | 2 |
| 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 | 48 |
| 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 nother version. Agregated cites: 48 | 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 | 6 |
| 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 June, 27 2024. Contact: CitEc Team