Follow
Ricardo Crisóstomo
Ricardo Crisóstomo
CNMV / UNED
Verified email at cnmv.es
Title
Cited by
Cited by
Year
An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab
R Crisóstomo
Documentos de trabajo (CNMV), 1-46, 2014
542014
Speed and biases of Fourier-based pricing choices: a numerical analysis
R Crisóstomo
International Journal of Computer Mathematics 95 (8), 1565-1582, 2018
142018
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
102018
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
72013
Estimating real‐world probabilities: A forward‐looking behavioral framework
R Crisóstomo
Journal of Futures Markets 41 (11), 1797-1823, 2021
42021
ETFs and financial stability: a compendium of possible risk sources
R Crisóstomo, J Medina Sanchez-Seco
CNMV Bulletin, Quarter IV, 71-82, 2018
42018
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
12011
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
The system can't perform the operation now. Try again later.
Articles 1–10