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Details about Jacinto Marabel Romo

Workplace:BBVA
Facultad de Ciencias Económicas, Empresariales y Turismo (Faculty of Economics, Business and Tourism), Universidad de Alcalá de Henares (University of Alcala de Henares), (more information at EDIRC)

Access statistics for papers by Jacinto Marabel Romo.

Last updated 2016-07-14. Update your information in the RePEc Author Service.

Short-id: pma1576

Jump to Journal Articles

Journal Articles

2016

  1. Stochastic Skew and Target Volatility Options
    Journal of Futures Markets, 2016, 36, (2), 174-193 Downloads View citations (4)

2014

  1. Dynamics of the implied volatility surface. Theory and empirical evidence
    Quantitative Finance, 2014, 14, (10), 1829-1837 Downloads View citations (2)
  2. Investment decisions with financial constraints. Evidence from Spanish firms
    Quantitative Finance, 2014, 14, (6), 1079-1095 Downloads View citations (2)
  3. Pricing Forward Skew Dependent Derivatives. Multifactor Versus Single‐Factor Stochastic Volatility Models
    Journal of Futures Markets, 2014, 34, (2), 124-144 Downloads View citations (3)

2012

  1. The Quanto Adjustment and the Smile
    Journal of Futures Markets, 2012, 32, (9), 877-908 View citations (5)
  2. VOLATILITY REGIMES FOR THE VIX INDEX
    Revista de Economia Aplicada, 2012, 20, (2), 111-134 Downloads View citations (2)
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