| Pricing of mountain range derivatives under a principal component stochastic volatility model M Escobar, P Olivares Applied Stochastic Models in Business and Industry 29 (1), 31-44, 2013 | 21 | 2013 |
| Méthodes d'estimation pour des lois stables avec des applications en finance A Alvarez, P Olivares Journal de la société française de statistique 146 (4), 23-54, 2005 | 13 | 2005 |
| Pricing two dimensional derivatives under stochastic correlation A Alvarez, M Escobar, P Olivares International Journal of Financial Markets and Derivatives 2 (4), 265-287, 2011 | 11 | 2011 |
| Arbitrage and hedging in a non probabilistic framework A Alvarez, S Ferrando, P Olivares Mathematics and Financial Economics 7, 1-28, 2013 | 9 | 2013 |
| Single and Double Black–Cox: Two approaches for modelling debt restructuring I Abínzano, L Seco, M Escobar, P Olivares Economic Modelling 26 (5), 910-917, 2009 | 9 | 2009 |
| Stable Distributions: a survey on simulation and calibration methodologies P Olivares, L Seco Risk Lab Technical Report, 2003 | 6 | 2003 |
| Pricing basket options by polynomial approximations P Olivares, A Alvarez Journal of Applied Mathematics 2016, 2016 | 5 | 2016 |
| Pricing spread options under stochastic correlation and jump-diffusion models P Olivares, M Cane arXiv preprint arXiv:1409.1175, 2014 | 4 | 2014 |
| Risk management under a factor stochastic volatility model M Escobar, P Olivares Asia-Pacific Journal of Operational Research 28 (01), 65-80, 2011 | 4 | 2011 |
| A Switching Threshold Model for Oil Prices AP Ennio, O Pablo Systems Engineering Procedia 1, 490-498, 2011 | 4 | 2011 |
| MAL’IN Logiciel de conduite d’études, Méthodes d’Aide à L’INnovation JP Nadeau, J Pailhes, P Olivares Paris: diffusion SERAM, 2004 | 4 | 2004 |
| Pricing Bitcoin Derivatives under Jump-Diffusion Models P Olivares arXiv preprint arXiv:2002.07117, 2020 | 3 | 2020 |
| Risk management and portfolio selection using\alpha-stable regime switching models A Reuss, P Olivares, L Seco, R Zagst Applied Mathematical Sciences 10, 549-582, 2016 | 3 | 2016 |
| A multivariate default model with spread and event risk JF Mai, P Olivares, S Schenk, M Scherer Applied Mathematical Finance 21 (1), 51-83, 2014 | 3 | 2014 |
| Pricing energy contracts under regime switching time-changed models K Gajewski, S Ferrando, P Olivares arXiv preprint arXiv:2005.14361, 2020 | 2 | 2020 |
| Multivariate stochastic covariance models and applications to pricing and risk management P Olivares, M Escobar, A Alvarez, L Seco Journal of Financial Decision Making 6 (2), 2010 | 2 | 2010 |
| On the expected discounted penalty function for a risk model perturbed by spectraly negative Lévy process M Morales, P Olivares Journal of Applied Stochastic Models in Business and Industry 22, 2008 | 2 | 2008 |
| On the expected discounted penalty function for risk process driven by a spectrally negative Lévy process M Morales, P Olivares Tech. Rep, 2008 | 2 | 2008 |
| Estimation of risk measures for large credit portfolios J Hauptmann, P Olivares, R Zagst Journal of Credit Risk 10 (2), 2014 | 1 | 2014 |
| A Note on the Pricing of Basket Options Using Taylor Approximations P Olivares, A Alvarez arXiv preprint arXiv:1404.3229, 2014 | 1 | 2014 |
