====== PUBLICACIONES RECIENTES ======

  * Alvarez-Diez, S.; Baixauli-Soler, S; Belda-Ruiz, M. (2014): Are we using the wrong letters? An analysis of executive stock option Greeks. Central European Journal of Operations Research, 22: 237-262.

  * Baixauli-Soler, J.S.; Alvarez-Diez, S. (2012): Implied severity density estimation: an extended semiparametric method to compute credit value at risk. Computational Economics, vol. 40, pp. 115-129.

  * Baixauli-Soler, J.S.; Alvarez-Diez, S. (2010): The role of market-implied severity modeling for credit var. Annals of Economics and Finance, vol. 11, pp. 377-393. 

  * Alvarez-Diez, S.; Baixauli-Soler, J.S. (2010): Coverage properties of beta estimated prediction intervals for multimodal recovery rates. Journal of Statistical Computation and Simulation, vol. 80, pp. 111-117.

  * Baixauli-Soler, J.S.; Alvarez-Diez, S. (2009): On the accuracy of loss-given-default prediction intervals. Journal of Risk Finance, vol. 10, pp. 131-141.