Rafael Mendoza-Arriaga

Identifiers

• name variant Rafael Mendoza-Arriaga 0.60 · backfill

Papers (2)

1. Time-changed CIR default intensities with two-sided mean-reverting jumps q-fin.PR · 2014 · author #1
2. Variance Swaps on Defaultable Assets and Market Implied Time-Changes q-fin.PR · 2012 · author #3

Mentions

• 1403.5402 #1 · backfill · confidence 0.70 Rafael Mendoza-Arriaga
• 1209.0697 #3 · backfill · confidence 0.70 Rafael Mendoza-Arriaga

Frequent Coauthors

• Matthew Lorig 1 shared papers
• Oriol Lozano Carbasse 1 shared papers
• Vadim Linetsky 1 shared papers