Alejandro Rojas-Bernal
Personal Details
First Name: | Alejandro |
Middle Name: | |
Last Name: | Rojas-Bernal |
Suffix: | |
RePEc Short-ID: | pro1333 |
[This author has chosen not to make the email address public] | |
https://alejandrorojasbernal.com/ | |
+1-778-751-8194 | |
Twitter: | @alejandro_econ |
Affiliation
Vancouver School of Economics
University of British Columbia
Vancouver, Canadahttp://www.economics.ubc.ca/
RePEc:edi:deubcca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021.
"Pricing the exotic: Path-dependent American options with stochastic barriers,"
Borradores de Economia
1156, Banco de la Republica de Colombia.
- Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
Articles
- Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021.
"Pricing the exotic: Path-dependent American options with stochastic barriers,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
- Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Borradores de Economia 1156, Banco de la Republica de Colombia.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021.
"Pricing the exotic: Path-dependent American options with stochastic barriers,"
Borradores de Economia
1156, Banco de la Republica de Colombia.
- Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
Cited by:
- Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023. "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia 1223, Banco de la Republica de Colombia.
Articles
- Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021.
"Pricing the exotic: Path-dependent American options with stochastic barriers,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
See citations under working paper version above.Sorry, no citations of articles recorded.
- Alejandro Rojas-Bernal & Mauricio Villamizar-Villegas, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Borradores de Economia 1156, Banco de la Republica de Colombia.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (1) 2021-03-15. Author is listed
- NEP-ORE: Operations Research (1) 2021-03-15. Author is listed
- NEP-SEA: South East Asia (1) 2021-03-15. Author is listed
Corrections
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