Optimal stopping and perpetual options for Lévy processes

von Mordecki, Ernesto
Veröffentlicht in Finance and stochastics (2002)

Optimal stopping for a diffusion with jumps

von Mordecki, Ernesto
Veröffentlicht in Finance and stochastics (1999)

A note on pricing, duality and symmetry for two-dimensional lévy markets

von Fajadro, José
Veröffentlicht in From stochastic calculus to mathematical finance (2006)

Duality and symmetry with time-changed Lévy processes

von Fajardo, José
Veröffentlicht in Brazilian review of econometrics (2008)

Modelling the Uruguayan debt through Gaussians models

von Mordecki, Ernesto
Veröffentlicht in International Conference Dynamics Games and Science (3. : 2014 : Porto, Portugal) Trends in mathematical economics (2016)

Computing Greeks for Lévy models : the fourier transform approach

von Olivera, Federico de
Veröffentlicht in International Conference Dynamics Games and Science (3. : 2014 : Porto, Portugal) Trends in mathematical economics (2016)

Market symmetry in time-changed Brownian models

von Barbachan, José Santiago Fajardo
Veröffentlicht in Finance research letters (2010)

Pricing derivatives on two-dimensional Lévy processes

von Barbachan, José Santiago Fajardo
Veröffentlicht in International journal of theoretical and applied finance (2006)

Caracterización y estimación del riesgo cambiario crediticio en economías parcialmente dolarizadas : = Caracterization and estimation of exchange credit risk in partially-dollari...

von Mordecki, Ernesto
Veröffentlicht in Revista de economía (2013)

Exchange credit risk : measurement and implications on the stability of partially dollarized financial systems

von Mordecki, Ernesto
Veröffentlicht in Risk governance & control (2013)

Skewed Lévy models and implied volatility skew

von Olivera, Federico de
Veröffentlicht in International journal of theoretical and applied finance (2018)