Search Results - Arismendi Zambrano, Juan Carlos

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  1. 1
    Validation of default probability models: A stress testing approach

    Validation of default probability models: A stress testing approach by Tsukahara, Fábio Yasuhiro, Kimura, Herbert, Sobreiro, Vinicius Amorim, Zambrano, Juan Carlos Arismendi

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  2. 2
    The profitability of moving average trading rules in BRICS and emerging stock markets

    The profitability of moving average trading rules in BRICS and emerging stock markets by Sobreiro, Vinicius Amorim, Cruz Cacique da Costa, Thiago Raymon, Farias Nazário, Rodolfo Toríbio, Lima e Silva, Jéssica, Moreira, Eduardo Alves, Lima Filho, Marcius Correia, Kimura, Herbert, Arismendi Zambrano, Juan Carlos

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  3. 3
    Seasonal Stochastic Volatility: Implications for the pricing of commodity options

    Seasonal Stochastic Volatility: Implications for the pricing of commodity options by Arismendi, Juan C., Back, Janis, Prokopczuk, Marcel, Paschke, Raphael, Rudolf, Markus

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    Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network

    Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network by Rivera-Castro, Miguel A., Ugolini, Andrea, Arismendi Zambrano, Juan

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  5. 5
    A moment-based analytic approximation of the risk-neutral density of American options

    A moment-based analytic approximation of the risk-neutral density of American options by Arismendi, J. C., Prokopczuk, Marcel

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