José Santiago Fajardo Barbachan

Optimal Consumption and Investment with Hyperbolic Lévy Motion

José Santiago Fajardo Barbachan, 2000 .

Lévy processes and the Brazilian market

Andre C. Silva, José Santiago Fajardo Barbachan, A. Schuschny, 2001 .

Equilibrium in stochastic economies with incomplete financial markets

José Santiago Fajardo Barbachan, 2002 .

Arbitrage and Pricing with Collateral

José Santiago Fajardo Barbachan, 2001 .

Duality with time-changed Lévy processes

José Santiago Fajardo Barbachan, 2005 .