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Jacinto Marabel Romo

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This is information that was supplied by Jacinto Marabel Romo in registering through RePEc. If you are Jacinto Marabel Romo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jacinto
Middle Name:
Last Name: Marabel Romo
Suffix:

RePEc Short-ID: pma1576

Email: [This author has chosen not to make the email address public]
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Postal Address:
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Affiliation

(60%) BBVA (BBVA)
Homepage: http://www.bbva.com/TLBB/tlbb/jsp/esp/home/index.jsp
Location: Spain, Madrid
(40%) Facultad de Ciencias Económicas, Empresariales y Turismo
Universidad de Alcalá de Henares
Location: Alcalá de Henares, Spain
Homepage: http://www.uah.es/centros_departamentos/facultades/cceet/
Email:
Phone: +0034-91-8854202
Fax: +0034-91-8854239
Postal: Alcalá de Henares
Handle: RePEc:edi:fcalces (more details at EDIRC)

Works

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Articles

  1. Jacinto Marabel Romo, 2014. "Pricing Forward Skew Dependent Derivatives. Multifactor Versus Single‐Factor Stochastic Volatility Models," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(2), pages 124-144, 02.
  2. Jacinto Marabel Romo, 2012. "The Quanto Adjustment and the Smile," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(9), pages 877-908, 09.
  3. Jacinto Marabel Romo, 2012. "Volatility Regimes For The Vix Index," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, vol. 20(2), pages 111-134, Autumn.
  4. Jacinto Marabel Romo, 2012. "Worst-Of Options And Correlation Skew Under A Stochastic Correlation Framework," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(07), pages 1250051-1-1.
  5. Jacinto Marabel, 2011. "Pricing Digital Outperformance Options With Uncertain Correlation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(05), pages 709-722.

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