Browsing by Author Blanc-Blocquel, Augusto
Showing results 1 to 3 of 3
| Issue Date | Title | Author(s) |
|---|---|---|
| 14-Nov-2024 | Climate-related default probabilities | Blanc-Blocquel, Augusto; Ortiz Gracia, Luis; Sanfelici, Simona |
| Nov-2024 | Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation | Blanc-Blocquel, Augusto; Ortiz Gracia, Luis; Oviedo, Rodolfo J. |
| 10-Feb-2023 | Hedging at-the-money digital options near maturity | Blanc-Blocquel, Augusto; Ortiz Gracia, Luis; Oviedo, Rodolfo J. |