Javier F. Navas : Citation Profile


Are you Javier F. Navas?

Universidad Pablo de Olavide

3

H index

1

i10 index

67

Citations

RESEARCH PRODUCTION:

9

Articles

3

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 3
   Journals where Javier F. Navas has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (4.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna163
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Moreno, Manuel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Javier F. Navas.

Is cited by:

Renneboog, Luc (4)

Stentoft, Lars (4)

Vaello-SebastiĆ , Antoni (3)

Dhaene, Jan (2)

Li, Minqiang (2)

Schumacher, Johannes (2)

Brown, Christine (2)

CARMONA, JULIO (2)

Vargiolu, Tiziano (1)

Caporale, Guglielmo Maria (1)

Marks, Robert (1)

Cites to:

Sandmann, Klaus (7)

merton, robert (6)

Longstaff, Francis (5)

Vorst, Ton (5)

Moreno, Manuel (5)

Jarrow, Robert (5)

Galluccio, Stefano (4)

Santa-Clara, Pedro (4)

Pelsser, Antoon (4)

White, Alan (3)

Svensson, Lars (3)

Main data


Where Javier F. Navas has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
Quantitative Finance2

Recent works citing Javier F. Navas (2024 and 2023)


YearTitle of citing document
2023Risk 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

2024Finite 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

2024A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options. (2024). Stentoft, Lars ; Zhu, Xiaotian ; Reesor, Mark R. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004094.

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2023Valuing 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

2024Pricing 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:


YearTitleTypeCited
2003Australian Asian Options In: Working Papers.
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paper1
2003Australian Asian options.(2003) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2015Stochastic string models with continuous semimartingales In: Physica A: Statistical Mechanics and its Applications.
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article2
2016The stochastic string model as a unifying theory of the term structure of interest rates In: Physica A: Statistical Mechanics and its Applications.
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article2
2020Valuation of caps and swaptions under a stochastic string model In: Physica A: Statistical Mechanics and its Applications.
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article2
2009Valuing the option to purchase an asset at a proportional discount: A correction In: The Quarterly Review of Economics and Finance.
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article0
2003On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives In: Review of Derivatives Research.
[Full Text][Citation analysis]
article49
2001On 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: 49
paper
2008Australian Options In: Australian Journal of Management.
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article3
2013Pricing levered warrants with dilution using observable variables In: Quantitative Finance.
[Full Text][Citation analysis]
article7
2022Bond market completeness under stochastic strings with distribution-valued strategies In: Quantitative Finance.
[Full Text][Citation analysis]
article1
2021Secured Debt, Agency Problems, and the Classic Model of the Firm In: Quarterly Journal of Finance (QJF).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team