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Javier F. Navas

This is information that was supplied by Javier Navas in registering through RePEc. If you are Javier F. Navas , 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:Javier
Middle Name:F.
Last Name:Navas
RePEc Short-ID:pna163
Postal Address:
Location: Sevilla, Spain
Phone: + 34 954 97 7444
Fax: + 34 954 34 8353
Postal: Carretera de Utrera km.1, 41013 Sevilla
Handle: RePEc:edi:dfupoes (more details at EDIRC)
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  1. Manuel Moreno & Javier F. Navas, 2015. "Australian Asian Options," Working Papers 28, Barcelona Graduate School of Economics.
  2. Manuel Moreno & Javier R. Navas, 2001. "On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives," Economics Working Papers 543, Department of Economics and Business, Universitat Pompeu Fabra.
  1. Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F., 2015. "Stochastic string models with continuous semimartingales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 229-246.
  2. Isabel AB�NZANO & Javier F. Navas, 2013. "Pricing levered warrants with dilution using observable variables," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1199-1209, July.
  3. Navas, Javier F., 2009. "Valuing the option to purchase an asset at a proportional discount: A correction," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(2), pages 720-724, May.
  4. Manuel Moreno & Javier F. Navas, 2008. "Australian Options," Australian Journal of Management, Australian School of Business, vol. 33(1), pages 69-93, June.
  5. Manuel Moreno & Javier Navas, 2003. "On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives," Review of Derivatives Research, Springer, vol. 6(2), pages 107-128, May.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2001-05-16. Author is listed
  2. NEP-FIN: Finance (2) 2001-05-16 2004-05-26. Author is listed
  3. NEP-SEA: South East Asia (1) 2004-05-16. Author is listed

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