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Jacinto Marabel Romo

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Personal Details

First Name:Jacinto
Middle Name:
Last Name:Marabel Romo
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RePEc Short-ID:pma1576
Email:[This author has chosen not to make the email address public]
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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)
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  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, 2014. "Dynamics of the implied volatility surface. Theory and empirical evidence," Quantitative Finance, Taylor & Francis Journals, vol. 14(10), pages 1829-1837, October.
  3. 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.
  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 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.
  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, 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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