An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab R Crisóstomo Documentos de trabajo (CNMV), 1-46, 2014 | 54 | 2014 |
Speed and biases of Fourier-based pricing choices: a numerical analysis R Crisóstomo International Journal of Computer Mathematics 95 (8), 1565-1582, 2018 | 14 | 2018 |
Financial contagion with spillover effects: a multiplex network approach G Peralta, R Crisóstomo ESRB Working Paper Series, 1-26, 2016 | 11* | 2016 |
Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes R Crisóstomo, L Couso Journal of Forecasting 37 (5), 589-603, 2018 | 10 | 2018 |
Economic report: Retailisation in the EU A Bouveret, R Crisóstomo, M Gentile, V Mendes, PP da Silva, F Silva European Securities and Markets Authority, 2013 | 7 | 2013 |
Estimating real‐world probabilities: A forward‐looking behavioral framework R Crisóstomo Journal of Futures Markets 41 (11), 1797-1823, 2021 | 4 | 2021 |
ETFs and financial stability: a compendium of possible risk sources R Crisóstomo, J Medina Sanchez-Seco CNMV Bulletin, Quarter IV, 71-82, 2018 | 4 | 2018 |
La dación en pago en el mercado hipotecario español. Un análisis financiero desde la valoración de opciones. JF Mendi, LF Agudo, IM Sanjuán, RC Ayala Análisis Financiero, 60-70, 2011 | 1 | 2011 |
Measuring Transition Risk in Investment Funds R Crisóstomo arXiv preprint arXiv:2210.15329, 2022 | | 2022 |
Forecasting realized densities: A comparison of historical, risk-neutral, risk-adjusted and sentiment-based transformations (Resumen) R Crisostomo Ayala Universidad Nacional de Educación a Distancia (España). Escuela …, 2022 | | 2022 |