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Jacinto Marabel Romo

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
RePEc Short-ID:pma1576
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  1. Martino Grasselli & Jacinto Marabel Romo, 2016. "Stochastic Skew and Target Volatility Options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(2), pages 174-193, 02.
  2. Jacinto Marabel Romo, 2016. "Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options?," Review of Derivatives Research, Springer, vol. 19(1), pages 65-83, April.
  3. 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.
  4. Jacinto Marabel Romo, 2014. "Investment decisions with financial constraints. Evidence from Spanish firms," Quantitative Finance, Taylor & Francis Journals, vol. 14(6), pages 1079-1095, June.
  5. Jacinto Marabel Romo, 2014. "Dynamics of the implied volatility surface. Theory and empirical evidence," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1829-1837, October.
  6. 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.
  7. 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.
    RePEc:wsi:ijtafx:v:14:y:2011:i:05:p:709-722 is not listed on IDEAS
    RePEc:wsi:ijtafx:v:15:y:2012:i:07:p:1250051-1-1250051-32 is not listed on IDEAS

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