| On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives M Moreno, JF Navas Review of Derivatives Research 6 (2), 107-128, 2003 | 241 | 2003 |
| Calculation of volatility in a jump-diffusion model JF Navas Journal of Derivatives 11 (2), 2003 | 25 | 2003 |
| 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 |
| Pricing levered warrants with dilution using observable variables I Abínzano, JF Navas Quantitative Finance 13 (8), 1199-1209, 2013 | 18 | 2013 |
| 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 |
| Yield curve fitting with term structure models: Empirical evidence from the Euro market JF Navas Revista de Economia Aplicada 13 (39), 87-114, 2005 | 15 | 2005 |
| Australian options M Moreno, JF Navas Australian Journal of Management 33 (1), 69-93, 2008 | 14 | 2008 |
| Consistent versus Non-Consistent Term Structure Models: Some Evidence from the Spanish Market JF Navas The Journal of Fixed Income 9 (3), 1999 | 13 | 1999 |
| Bond market completeness under stochastic strings with distribution-valued strategies A Bueno-Guerrero, M Moreno, JF Navas Quantitative Finance, 1-15, 2022 | 12 | 2022 |
| Valuation of caps and swaptions under a stochastic string model A Bueno-Guerrero, M Moreno, JF Navas Physica A: Statistical Mechanics and its Applications, 125103, 2020 | 8* | 2020 |
| Land valuation using a real option approach. M Moreno, JF Navas, F Todeschini RACSAM 103 (2), 405-420, 2009 | 8 | 2009 |
| 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 |
| Valoración de los recursos propios de una empresa mediante opciones extensibles I Abinzano, JF Navas Revista de Economía Financiera 15, 22-48, 2008 | 5* | 2008 |
| Secured Debt, Agency Problems, and the Classic Model of the Firm JF Navas The Quarterly Journal of Finance 11 (03), 2150015, 2021 | 4 | 2021 |
| Deciding what and when to seed: Mean reverting process and Real Options M Moreno, JF Navas, F Todeschini New Frontiers in Insurance and Bank Risk Management 18, 243-252, 2009 | 4 | 2009 |
| Voluntary liquidations: An empirical Study JF Navas Revista europea de Dirección y Economía de la empresa 16 (2), 53-60, 2007 | 4 | 2007 |
| Hedging Asian bond options with Malliavin calculus under stochastic string models A Bueno-Guerrero, M Moreno, JF Navas New Methods in Fixed Income Modeling, 169-180, 2018 | 3 | 2018 |
| Valoración de activos derivados de renta fija bajo un modelo con dos factores correlacionados M Moreno, JF Navas Cuadernos Económicos de ICE, 2005 | 3 | 2005 |
| Valuation of foreign currency options under stochastic interest rates and systematic jumps using the martingale approach JF Navas Purdue University, 1994 | 3 | 1994 |
| Reestructurarse o morir I Abínzano, JF Navas UCJC Business and Society Review (formerly known as Universia Business …, 2009 | 2 | 2009 |
Alberto Bueno-GuerreroIES Francisco AyalaVerified email at alu.uclm.es
