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Jorge Passamani Zubelli · Study

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Jorge Passamani Zubelli

3 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0003-1581-9505

h-index3

i103

Citations78

Works here3

11

16

19

Most cited in this library

A pairs trading strategy based on linear state space models and the Kalman filter2016 · 31 citations
Real option pricing with mean-reverting investment and project value2011 · 27 citations
The calibration of stochastic local-volatility models: An inverse problem perspective2019 · 20 citations

Works

3 shown

The calibration of stochastic local-volatility models: An inverse problem perspective

Computers & Mathematics with Applications·2019·3 authors·Open access

20citations

A pairs trading strategy based on linear state space models and the Kalman filter

Quantitative Finance·2016·3 authors

31citations

Real option pricing with mean-reverting investment and project value

European Journal of Finance·2011·3 authors·Open access

27citations