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Gonzalo Cortazar

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2020 – today

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2021
[j3]
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Gonzalo Cortazar, Lorenzo Naranjo, Felipe Sainz:
Optimal decision policy for real options under general Markovian dynamics. Eur. J. Oper. Res. 288(2): 634-647 (2021)

2010 – 2019

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2019
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Gonzalo Cortazar, Cristobal Millard, Hector Ortega, Eduardo S. Schwartz:
Commodity Price Forecasts, Futures Prices, and Pricing Models. Manag. Sci. 65(9): 4141-4155 (2019)

2000 – 2009

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2008
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Gonzalo Cortazar, Miguel Gravet, Jorge Urzúa:
The valuation of multidimensional American real options using the LSM simulation method. Comput. Oper. Res. 35(1): 113-129 (2008)

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