Details about Jose Alfredo Jimenez Moscoso
Access statistics for papers by Jose Alfredo Jimenez Moscoso.
Last updated 2023-05-14. Update your information in the RePEc Author Service.
Short-id: pji157
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Journal Articles
2020
- Optimal portfolio selection based on first and second order Markov chains
Lecturas de Economía, 2020, (92), 33-66
- Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden
Revista Lecturas de Economía, 2020, (No. 92), 33-66
2016
- A Mixture of Generalized Tukey’s Distributions
Journal of Probability and Statistics, 2016, 2016, 1-7
2015
- OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE
International Journal of Theoretical and Applied Finance (IJTAF), 2015, 18, (08), 1-22
- Valoración de derivados europeos con mixtura de distribuciones Weibull
Revista Cuadernos de Economia, 2015
2014
- Option pricing based on the generalised Tukey distribution
International Journal of Financial Markets and Derivatives, 2014, 3, (3), 191-221 View citations (1)
2010
- Análisis de la distribución de las tasas de retorno accionarias haciendo uso de la distribución g y h de Tukey
Revista Cuadernos de Economia, 2010
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