Seco Luis

Luis Seco

Information about the author Luis Seco will soon be added to the site.
Found 2 papers in total
Algorithmic estimation of risk factors in financial markets with stochastic drift
Algorithmic estimation of risk factors in financial markets with stochastic drift
2012
We assume a financial market governed by a diffusion process reverting to a stochastic...
Using equity options to imply credit information
Using equity options to imply credit information
2011
The evolution of credit derivatives has inspired many researchers to investigate the...
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