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(50%) Comisión Nacional del Mercado de Valores (CNMV) Madrid, Spain
Government of Spain
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.
More informationResearch fields, statistics, top rankings, if available.
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