Follow
Lluís Navarro Girbés
Lluís Navarro Girbés
Associate, Quantitative Researcher - CaixaBank
Verified email at caixabank.com - Homepage
Title
Cited by
Cited by
Year
Searching for R-parity violation at run-II of the tevatron.
B Allanach, S Banerjee, EL Berger, M Chertok, MA Diaz, H Dreiner, ...
Argonne National Lab., IL (US), 1999
1101999
Top-quark phenomenology in models with bilinearly and spontaneously broken R-parity
L Navarro, W Porod, JWF Valle
Physics Letters B 459 (4), 615-624, 1999
351999
Screening Rules and Portfolio Performance
A Leon, L Navarro, B Nieto
North American Journal of Economics and Finance 48, 642-662, 2019
212019
R-parity Violating Decays of the Top-Quark and the Top-Squark at the Tevatron
F de Campos, MA Diaz, OJP Eboli, MB Magro, L Navarro, W Porod, ...
arXiv preprint hep-ph/9903245, 1999
211999
A direct LU solver for pricing American bond options under Hull–White model
A Falcó, L Navarro, C Vázquez
Journal of Computational and Applied Mathematics 309 (1), 442–455, 2017
42017
Finite Difference Methods for Hull-White Pricing of Interest Rate Derivatives with Dynamical Consistent Curves
A Falcó, L Navarro, C Vázquez Cendón
Abstract available at SSRN 2341166. Full-Text Available Under Request., 2014
32014
On the calibration of a Gaussian Heath–Jarrow–Morton model using consistent forward rate curves
A Falco, L Navarro, J Nave
Quantitative Finance 11 (4), 495-504, 2011
32011
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence
A Falcó, L Navarro, J Nave
RACSAM 103 (2), 235-249, 2009
32009
A Multiobjective Approach Using Consistent Rate Curves To The Calibration Of A Gaussian Heath–Jarrow–Morton Model
A Falcó, L Navarro, J Nave
IVIE Working Papers. AD Series, 2008
12008
Metodos numericos para la valoracion de derivados sobre tipos de interes
LN Girbés
Master thesis, Universidad Complutense de Madrid., Universidad del Pais …, 2003
12003
Una nota sobre la valoración de cross currency swaps
L Navarro Girbés
Nota Técnica ODF, 2019
2019
Efficient methods for calibrating and pricing interest rate options
L Navarro Girbés
PhD Thesis, Universidad CEU Cardenal Herrera, Escuela Superior de Enseñanzas …, 2012
2012
El modelo de Hull-White y la calibración multiobjetivo con curvas consistentes: Evidencia empírica
A Falcó, L Navarro, J Nave
RACSAM-Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales …, 2009
2009
An Empirical Comparison of Single-Factor Consistent Models: Some Evidence from the Spanish Interest-Rate Cap Data
L Navarro
Available at SSRN 2380028, 2004
2004
The system can't perform the operation now. Try again later.
Articles 1–14