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Fajardo, José
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ResearcherID: E-4195-2013
Other Names: Jose Santiago Fajardo Barbachan; José Fajardo Barbachan; José Barbachan; Jose Fajardo; Fajardo, J.
URL: http://www.researcherid.com/rid/E-4195-2013
Publons: https://publons.com/a/1414201
ORCID: http://orcid.org/0000-0002-2743-607X
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This list contains papers that I have authored.

publication(s)  
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1.  Title: Barrier style contracts under Lévy processes once again
 Author(s): Fajardo, José
 Source: Annals of Finance Volume: 14 Issue: 1 Pages: 93-103 Published: 2018/02/01
 DOI: 10.1007/s10436-017-0303-2 /  Author-provided URL : https://doi.org/10.1007/s10436-017-0303-2
added
16-Mar-18
2.  Title: Barrier style contracts under Lévy processes once again
 Author(s): Fajardo, J.
 Source: Annals of Finance Volume: 14 Issue: 1 Pages: 93-103 Published: 2018
 DOI: 10.1007/s10436-017-0303-2 /  Author-provided URL : http://www.scopus.com/inward/record.url?eid=2-s2.0-85026521870&partnerID=MN8TOAR ...
added
07-Apr-18
3.  Title: SKEWED L?VY MODELS AND IMPLIED VOLATILITY SKEW
 Author(s): DE OLIVERA, F.; FAJARDO, J.; MORDECKI, E.
 Source: International Journal of Theoretical and Applied Finance Published: 2018
 DOI: 10.1142/S0219024918500036 /  Author-provided URL : http://www.scopus.com/inward/record.url?eid=2-s2.0-85042757946&partnerID=MN8TOAR ...
added
07-Apr-18
4.  Title: SKEWED LÉVY MODELS AND IMPLIED VOLATILITY SKEW
 Author(s): De Olivera, Federico; Fajardo, JosÉ; Mordecki, Ernesto
 Source: International Journal of Theoretical and Applied Finance Pages: 1850003 Published: 2018
 DOI: 10.1142/S0219024918500036 /  Author-provided URL : https://doi.org/10.1142/S0219024918500036
added
16-Mar-18
5.  Title: Understanding the impact of severe hyperinflation experience on current household investment behavior
 Author(s): Fajardo, José; Dantas, Manuela
 Source: Journal of Behavioral and Experimental Finance Volume: 17 Pages: 60-67 Published: 2018/03/01/
 DOI: https://doi.org/10.1016/j.jbef.2017.12.008 /  Author-provided URL : http://www.sciencedirect.com/science/article/pii/S2214635017301107
added
16-Mar-18
6.  Title: Understanding the impact of severe hyperinflation experience on current household investment behavior
 Author(s): Fajardo, J.; Dantas, M.
 Source: Journal of Behavioral and Experimental Finance Volume: 17 Pages: 60-67 Published: 2018
 Times Cited: 0
 DOI: 10.1016/j.jbef.2017.12.008 /  Author-provided URL : http://www.scopus.com/inward/record.url?eid=2-s2.0-85040551837&partnerID=MN8TOAR ...
added
07-Apr-18
7.  Title: A new factor to explain implied volatility smirk
 Author(s): Fajardo, José
 Source: Applied Economics Volume: 49 Issue: 40 Pages: 4026-4034 Published: 2017/08/27
 Times Cited: 1
 DOI: 10.1080/00036846.2016.1273505 /  Author-provided URL : https://doi.org/10.1080/00036846.2016.1273505
added
16-Mar-18
8.  Title: A new factor to explain implied volatility smirk
 Author(s): Fajardo, J.
 Source: Applied Economics Volume: 49 Issue: 40 Pages: 4026-4034 Published: 2017
 Times Cited: 1
 DOI: 10.1080/00036846.2016.1273505 /  Author-provided URL : http://www.scopus.com/inward/record.url?eid=2-s2.0-85007482949&partnerID=MN8TOAR ...
added
07-Apr-18
9.  Title: CoCos with Extension Risk. A Structural Approach
 Author(s): Corcuera, José Manuel; Fajardo, José; Schoutens, Wim; et al.
 Source: The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen Pages: 447-464 Published: 2016//
 DOI: 10.1007/978-3-319-25826-3_21 /  Author-provided URL : https://doi.org/10.1007/978-3-319-25826-3_21
added
16-Mar-18
10.  Title: On the Optimal Investment
 Author(s): Corcuera, José Manuel; Fajardo, José; Pamen, Olivier Menouken
 Conference: Advanced Modelling in Mathematical Finance Pages: 313-330 Year: 2016//
 Times Cited: 0
 DOI: 10.1007/978-3-319-45875-5_15
added
16-Mar-18
publication(s)  
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