|[This author has chosen not to make the email address public]|
RePEc:edi:cnmgves (more details at EDIRC)
(50%) Universidad Nacional de Educación a Distancia (UNED). Departamento de Estadística, Investigación Operativa y Cálculo Numéricohttp://portal.uned.es/portal/page?_pageid=93,680314&_dad=portal
Research outputJump to: Working papers
- Ricardo Crisostomo & Lorena Couso, 2018. "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers 1801.08007, arXiv.org, revised May 2018.
- Ricardo Cris'ostomo, 2017. "Speed and biases of Fourier-based pricing choices: A numerical analysis," Papers 1706.05935, arXiv.org, revised May 2018.
- Gustavo Peralta & Ricardo Crisóstomo, 2016. "Financial contagion with spillover effects: a multiplex network approach," ESRB Working Paper Series 32, European Systemic Risk Board.
- Ricardo Crisostomo, 2015. "An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab," Papers 1502.02963, arXiv.org, revised Mar 2015.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Ricardo Crisostomo, 2015.
"An Analysis of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab,"
1502.02963, arXiv.org, revised Mar 2015.
- Julien Hok & Tat Lung Chan, 2016. "Option pricing with Legendre polynomials," Papers 1610.03086, arXiv.org, revised Mar 2017.
- Michael Kurz, 2018. "Closed-form approximations in derivatives pricing: The Kristensen-Mele approach," Papers 1804.08904, arXiv.org.
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Ricardo Crisóstomo should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.