Concepedia
Statistics
Publications
8
Citations
263
H-Index
Active since
2001
Affiliations
Universidad Pablo de Olavide(Current)
University of Castilla-La Mancha
Javier F. Navas is an author at Universidad Pablo de Olavide specializing in finance, financial economics, and business.
Publications per year
2001–2016
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives
Manuel Moreno, Javier F. Navas · Review of Derivatives Research · 2003 · 126 citations
Business, Economics, Finance +17
Manuel Moreno, Javier F. Navas · SSRN Electronic Journal · 2001 · 45 citations · Full text
Stochastic string models with continuous semimartingales
Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas · Physica A Statistical Mechanics and its Applications · 2015 · 22 citations
Engineering, Finance, Mathematics +14
The stochastic string model as a unifying theory of the term structure of interest rates
Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas · Physica A Statistical Mechanics and its Applications · 2016 · 18 citations
Pricing levered warrants with dilution using observable variables
Isabel Abínzano, Javier F. Navas · Quantitative Finance · 2013 · 17 citations · Full text
Business, Economics, Finance +9
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