Javier F. Navas

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #7,053 of 10,518 by trust here, #7,575 by citations

Whom Javier F. Navas trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis A. Longstaff
2. Eduardo S. Schwartz

Who trusts Javier F. Navas overall

1. Ari D. Andricopoulos

Papers from Javier F. Navas's perspective

Ordered by how strongly the researchers Javier F. Navas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. Regression methods for pricing complex American-style options (IEEE Trans. Neural Networks)
3. An analysis of a least squares regression method for American option pricing (Finance and Stochastics)
4. The American Put Option and Its Critical Stock Price
5. Post-'87 crash fears in the S&P 500 futures option market
6. The Term Structure of Interest Rates as a Random Field
7. Quasi-Random Sequences and Their Discrepancies
8. The Pricing of Options and Corporate Liabilities
9. The Forgotten History of Domestic Debt
10. How Sovereign is Sovereign Credit Risk

Their papers

• On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives (2007) — 164 citations