| Stochastic string models with continuous semimartingales A Bueno-Guerrero, M Moreno, JF Navas Physica A: Statistical Mechanics and its Applications 433, 229-246, 2015 | 19 | 2015 |
| The stochastic string model as a unifying theory of the term structure of interest rates A Bueno-Guerrero, M Moreno, JF Navas Physica A: Statistical Mechanics and its Applications 461, 217-237, 2016 | 16 | 2016 |
| Bond market completeness under stochastic strings with distribution-valued strategies A Bueno-Guerrero, M Moreno, JF Navas Quantitative Finance 22 (2), 197-211, 2022 | 12 | 2022 |
| Malliavin calculus for stochastic strings with applications to barrier options and optimal portfolios A Bueno-Guerrero, M Moreno, JF Navas Available at SSRN 2935579, 2017 | 7 | 2017 |
| General restrictions on prices of financial derivatives written on underlying diffusions YZ Bergman Available at SSRN 73108, 1998 | 6 | 1998 |
| Valuation of caps and swaptions under a stochastic string model A Bueno-Guerrero, M Moreno, JF Navas Available at SSRN 2438678, 2015 | 5 | 2015 |
| Valuation of caps and swaptions under a stochastic string model A Bueno-Guerrero, M Moreno, JF Navas Physica A: Statistical Mechanics and Its Applications 559, 125103, 2020 | 4 | 2020 |
| Black–Scholes and Heston Models with Stochastic Interest Rates and Term Structure of Volatilities A Bueno-Guerrero Journal of Derivatives 27 (1), 32-48, 2019 | 3 | 2019 |
| Hedging Asian bond options with Malliavin calculus under stochastic string models A Bueno-Guerrero, M Moreno, JF Navas New Methods in Fixed Income Modeling: Fixed Income Modeling, 169-180, 2018 | 3 | 2018 |
| Pricing and hedging bond power exchange options in a stochastic string term-structure model LP Blenman, A Bueno-Guerrero, SP Clark Risks 10 (10), 188, 2022 | 2 | 2022 |
| Bond power exchange options LP Blenman Available at SSRN 3839900, 2021 | 1 | 2021 |
| Interest rate option hedging portfolios without bank account A Bueno-Guerrero Studies in Economics and Finance 37 (1), 134-142, 2020 | 1 | 2020 |
| Immunization of bond portfolios: A new general framework A Bueno-Guerrero, M Moreno, JF Navas Available at SSRN 2634415, 2015 | 1 | 2015 |
| Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps A Bueno-Guerrero, SP Clark Mathematics 12 (1), 82, 2023 | | 2023 |
| A Quantum Mechanics for interest rate derivatives markets A Bueno-Guerrero Chaos, Solitons & Fractals 155, 111726, 2022 | | 2022 |
| Valuation of an Option to Exchange one Powered Bond for Another LP Blenman, A Bueno-Guerrero Available at SSRN 3878105, 2021 | | 2021 |
| Valuation of an Option to Exchange one Powered Bond for Another: Rationale, Theory and Some Applications LP Blenman, A Bueno-Guerrero, SP Clark | | 2021 |
| Revisiting the Classical Models: Black-Scholes and Heston With Stochastic Interest Rates and Term Structure of Volatilities A Bueno-Guerrero Available at SSRN 3192823, 2018 | | 2018 |
| Sensitivity Analysis and Hedging in Stochastic String Models A Bueno-Guerrero, M Moreno, JF Navas New Methods in Fixed Income Modeling: Fixed Income Modeling, 151-167, 2018 | | 2018 |
| Three essays on stochastic string models for the term structure of interest rates. AB Guerrero Universidad de Castilla-La Mancha, 2014 | | 2014 |
