Details about Jacinto Marabel Romo

Access statistics for papers by Jacinto Marabel Romo.

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

Short-id: pma1576

Journal Articles

2016

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

2014

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

2012

5. The Quanto Adjustment and the Smile
   Journal of Futures Markets, 2012, 32, (9), 877-908 View citations (6)
6. VOLATILITY REGIMES FOR THE VIX INDEX
   Revista de Economia Aplicada, 2012, 20, (2), 111-134 View citations (2)