Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas ( RACSAM )
Matemática Aplicada / Applied Mathematics
págs. 219-234
The Hull-White model and multiobjective calibration with consistent curves: empirical evidence
Antonio Falcó Montesinos
, Ll. Navarro, J. Navepágs. 235-249
Compatibility between pricing rules and risk measures: The CCVaR
Alejandro Balbás de la Corte
, R. Balbáspágs. 251-264
Martingales and arbitrage: a new look
Alejandro Balbás de la Corte
, Pedro Jiménez Guerra págs. 265-275
A survey on models for panel count data with applications to insurance
Jean-Philippe Boucher, Montserrat Guillén Estany
págs. 277-394
Optimality results for dividend problems in insurance
Hansjörg Albrecher, S. Thonhauser
págs. 295-320
págs. 321-337
Are volatility indices in international stock markets forward looking?
María Teresa González, Alfonso Novales Cinca
págs. 339-351
Applications of fluid flow matrix analytic methods in ruin theory -a review
Andrei L. Badescu, David Landriault
págs. 353-372
The price of liquidity in constant leverage strategies
Marcos Escobar, Andreas Kiechle, Luis Ángel Seco, Rudi Zagst
págs. 373-385
Maria de Lourdes Centeno, Onofre Simoes
págs. 387-405
Land valuation using a real option approach
Manuel Moreno Lupiáñez, Javier F. Navas
, Federico A. Todeschinipágs. 407-420
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