Publications by the researcher in collaboration with Mónica Gago García (4)

2005

  1. An empirical comparison of the performance of alternative option pricing models

    Investigaciones económicas, Vol. 29, Núm. 3, pp. 483-523

2003

  1. A semiparametric estimation of liquidity effects on option pricing

    Spanish economic review, Vol. 5, Núm. 1, pp. 1-24

2002

  1. An empirical comparison of the performance of alternative option pricing models

    DFAE-II WP Series

1999

  1. A Semiparametric Estimation of Liquidity Effects on Option Pricing

    Documentos de Trabajo BILTOKI