| Minimum revenue guarantees valuation in PPP projects under a mean reverting process CA Zapata Quimbayo, CA Mejía Vega, NL Marques Construction management and economics 37 (3), 121-138, 2019 | 39 | 2019 |
| Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices CAM Vega Advances in Difference Equations 2018 (1), 1-14, 2018 | 20 | 2018 |
| Una Introducción General a los Mercados de Commodities a Nivel Internacional CA Mejía Vega Available at SSRN: https://ssrn.com/abstract=3062233, 2015 | 5* | 2015 |
| La importancia del cálculo de Itô en el proceso de pricing de los contratos futuros sobre commodities: algunos ejemplos con el cacao CA Mejía ODEON 10, 85-116, 2016 | 3 | 2016 |
| Credit risk in infrastructure PPP projects under the real options approach CA Zapata Quimbayo, CA Mejía Vega Construction Management and Economics 41 (4), 293-306, 2023 | 2 | 2023 |
| Real Options Valuation in Gold Mining Projects under Multinomial Tree Approach CA Zapata Quimbayo, CA Mejía Vega Business and Economic Research 9 (3), 204-218, 2019 | 2* | 2019 |
| Administración del riesgo temporal de liquidez, asociado a los llamados al margen, dentro del negocio de comercialización del café verde en Colombia. CA Mejía Vega ODEON-Observatorio de Economía y Operaciones Numéricas, 2015 | 2 | 2015 |
| Do Changes in the Frequency of Data Affect the Accuracy of Estimation of the Trend Parameter in a Jump Diffusion Process? CA Mejía Vega ODEON-Observatorio de Economía y Operaciones Numéricas, 2023 | | 2023 |
| An introduction to the calibration of the Schwartz (1997) reduced-form, no-arbitrage two-factor model through the expectation maximization algorithm or prediction error … CAM Vega U. Externado de Colombia, 2019 | | 2019 |
| Optimización de estrategias de trading con promedios móviles para futuros de petróleo mediante algoritmos genéticos. A Aragón Bohorquez, CA Mejía Vega, CA Zapata Quimbayo ODEON-Observatorio de Economía y Operaciones Numéricas, 2018 | | 2018 |
| The Trending Ornstein-Uhlenbeck Process: A Technical Note C Mejia, C Zapata Quimbayo Available at SSRN 3263789, 2018 | | 2018 |
| Real Options valuation in gold mining projects under multi-dimensional tree approach CA Mejía Vega, CA Zapata Quimbayo The 22nd Annual International Real Options Conference 22 (1), 14, 2018 | | 2018 |
| El proceso CIR en el mundo del modelaje en commodities: el modelo de forma reducida y de no arbitraje de dos factores de Ribeiro y Hodges (2004). CAM Vega ODEON-Observatorio de Economía y Operaciones Numéricas, 2017 | | 2017 |
| Estimation of guarantees in toll road projects: an application with real options analysis CA Zapata Quimbayo, CA Mejía Vega Real Options Conference (ROC), http://www.realoptions.org/abstracts2017, 2017 | | 2017 |
| The Ornstein-Uhlenbeck Process. An Introduction for Commodity Modelling with Some Extensions. An Example with the London Cocoa Net Spot Instantaneous Convenience Yield (El … C Mejia | | 2017 |
| Credit risk and control rights in infrastructure projects under the Real Options approach CAM Vega, CAZ Quimbayo | | |
Carlos Andrés Zapata QuimbayoUniversidad Externado de Colombia - PhD Student Universidad Nacional de ColombiaDirección de correo verificada de uexternado.edu.co
