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Javier F. Navas (0000-0002-9650-8938)
Javier F. Navas (0000-0002-9650-8938)
Associate Professor of Finance. Universidad Pablo de Olavide
Verified email at upo.es - Homepage
Title
Cited by
Cited by
Year
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
2422003
Calculation of volatility in a jump-diffusion model
JF Navas
Journal of Derivatives 11 (2), 2003
252003
Pricing levered warrants with dilution using observable variables
I Abínzano, JF Navas
Quantitative Finance 13 (8), 1199-1209, 2013
192013
Stochastic string models with continuous semimartingales
A Bueno-Guerrero, M Moreno, JF Navas
Physica A: Statistical Mechanics and its Applications 433, 229-246, 2015
172015
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
152016
Australian options
M Moreno, JF Navas
Australian Journal of Management 33 (1), 69-93, 2008
142008
Yield curve fitting with term structure models: Empirical evidence from the Euro market
JF Navas
Revista de Economia Aplicada 13 (39), 87-114, 2005
142005
Consistent versus Non-Consistent Term Structure Models: Some Evidence from the Spanish Market
JF Navas
The Journal of Fixed Income 9 (3), 1999
131999
Bond market completeness under stochastic strings with distribution-valued strategies
A Bueno-Guerrero, M Moreno, JF Navas
Quantitative Finance, 1-15, 2022
102022
Land valuation using a real option approach.
M Moreno, JF Navas, F Todeschini
RACSAM 103 (2), 405-420, 2009
82009
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
7*2020
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
72017
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
42021
Reestructurarse o morir
I Abínzano, JF Navas
UCJC Business and Society Review (formerly known as Universia Business …, 2009
42009
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
42009
Voluntary liquidations: An empirical Study
JF Navas
Revista europea de Dirección y Economía de la empresa 16 (2), 53-60, 2007
42007
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
32018
Valoración de activos derivados de renta fija bajo un modelo con dos factores correlacionados
M Moreno, JF Navas
Cuadernos Económicos de ICE, 2005
32005
Valuation of foreign currency options under stochastic interest rates and systematic jumps using the martingale approach
JF Navas
Purdue University, 1994
31994
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