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José Fajardo · Study

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José Fajardo

4 works· latest 2014· 3 institutionscluster: provisionalORCID 0000-0002-2743-607X

h-index4

i104

Citations165

Works here4

04

06

12

14

Most cited in this library

Symmetry and duality in Lévy markets2006 · 51 citations
Generalized Hyperbolic Distributions and Brazilian Data2004 · 48 citations
Close form pricing formulas for Coupon Cancellable CoCos2014 · 36 citations
Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options2012 · 30 citations

Works

4 shown

Close form pricing formulas for Coupon Cancellable CoCos

Journal of Banking & Finance·2014·5 authors

36citations

Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options

Economia Aplicada·2012·3 authors·Open access

30citations

Symmetry and duality in Lévy markets

Quantitative Finance·2006·2 authors

51citations

Generalized Hyperbolic Distributions and Brazilian Data

Brazilian Review of Econometrics·2004·2 authors·Open access

48citations