| Finance in continuous time, financial time series, term structure of interest rate, derivatives pricing, risk management, financial engineering |
| - "A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates". Journal of Futures Markets, 23, 11, 1075-1105, (2003).
- "On the Robustness of Least-Squares Monte-Carlo (LSM) for Pricing American Derivatives" (with J.F. Navas), Review of Derivatives Research, 6, 2, 107-128, (2003).
- "Some Insights on the Behavior of the Mutual Fund Industry in Spain"(with G. Rubio), In Diversification and Portfolio Management of Mutual Funds, edited by Greg Gregoriou, Palgrave-MacMillan, London, UK, (2006). |
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