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Person
ISNI: 
0000 0000 3298 4033
Name: 
Zapatero, F.
Zapatero, Fernando
Creation class: 
article
txt
Creation role: 
author
Related names: 
Columbia University
Titles: 
Analytic Pricing of Employee Stock Options
Asset Prices in an Exchange Economy with Habit Formation
class of quadratic options for exchange rate stabilization, A
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Effects of financial innovations on market volatility when beliefs are heterogeneous
Efficient consumption set under recursive utility and unknown beliefs
Equilibrium asset prices and exchange rates
Essays on intertemporal asset pricing
Exchange rate intervention with options
General equilibrium with constant relative risk aversion and Vasicek interest rates
Leverage decision and manager compensation with choice of effort and volatility
Monte Carlo computation of optimal portfolios in complete markets
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Optimal Central Bank intervention in the foreign exchange market
Optimal consumption-portfolio policies with habit formation, 1990:
OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR
Optimal risk-sharing with effort and project choice*
Optimal Risk Taking with Flexible Income
Representative Agent of an Economy with External Habit Formation and Heterogeneous Risk Aversion, The
trade-off model with mean reverting earnings: Theory and empirical tests, The
Contributed to or performed: 
JOURNAL OF ECONOMIC DYNAMICS AND CONTROL
Notes: 
"92-9911."
Thesis (Ph. D.)--Columbia University, 1991
Sources: 
ZETO