Pedro Araujo de Santa Clara Gomes
AuthID: R-000-SHY
21
TITLE: Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets Full Text
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2002, SOURCE: Journal of Financial Economics, VOLUME: 63, ISSUE: 2
AUTHORS: Brandt, MW; Santa Clara, P;
PUBLISHED: 2002, SOURCE: Journal of Financial Economics, VOLUME: 63, ISSUE: 2
22
TITLE: Comment [2] (multiple letters)
AUTHORS: Brandt, MW; Santa Clara, P; Durhama, GB; Gallant, AR;
PUBLISHED: 2002, SOURCE: Journal of Business and Economic Statistics, VOLUME: 20, ISSUE: 3
AUTHORS: Brandt, MW; Santa Clara, P; Durhama, GB; Gallant, AR;
PUBLISHED: 2002, SOURCE: Journal of Business and Economic Statistics, VOLUME: 20, ISSUE: 3
INDEXED IN: 
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ORCID23
TITLE: Throwing away a billion dollars: The cost of suboptimal exercise strategies in the swaptions market Full Text
AUTHORS: Longstaff, FA; Santa Clara, P; Schwartz, ES;
PUBLISHED: 2001, SOURCE: Journal of Financial Economics, VOLUME: 62, ISSUE: 1
AUTHORS: Longstaff, FA; Santa Clara, P; Schwartz, ES;
PUBLISHED: 2001, SOURCE: Journal of Financial Economics, VOLUME: 62, ISSUE: 1
24
TITLE: The dynamics of the forward interest rate curve with stochastic string shocks
AUTHORS: Santa Clara, P; Sornette, D;
PUBLISHED: 2001, SOURCE: Review of Financial Studies, VOLUME: 14, ISSUE: 1
AUTHORS: Santa Clara, P; Sornette, D;
PUBLISHED: 2001, SOURCE: Review of Financial Studies, VOLUME: 14, ISSUE: 1
INDEXED IN: Scopus
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ORCID25
TITLE: The relative valuation of caps and swaptions: Theory and empirical evidence
AUTHORS: Longstaff, FA; Santa Clara, P; Schwartz, ES;
PUBLISHED: 2001, SOURCE: Journal of Finance, VOLUME: 56, ISSUE: 6
AUTHORS: Longstaff, FA; Santa Clara, P; Schwartz, ES;
PUBLISHED: 2001, SOURCE: Journal of Finance, VOLUME: 56, ISSUE: 6
26
TITLE: The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
AUTHORS: Pedro Santa-Clara; Didier Sornette;
PUBLISHED: 2001, SOURCE: Review of Financial Studies, VOLUME: 14, ISSUE: 1
AUTHORS: Pedro Santa-Clara; Didier Sornette;
PUBLISHED: 2001, SOURCE: Review of Financial Studies, VOLUME: 14, ISSUE: 1
27
TITLE: The dynamics of the forward interest rate curve: A formulation with state variables Full Text
AUTHORS: De Jong, F; Santa Clara, P;
PUBLISHED: 1999, SOURCE: Journal of Financial and Quantitative Analysis, VOLUME: 34, ISSUE: 1
AUTHORS: De Jong, F; Santa Clara, P;
PUBLISHED: 1999, SOURCE: Journal of Financial and Quantitative Analysis, VOLUME: 34, ISSUE: 1
INDEXED IN: Scopus
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