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Sebastián Ferrando

Observed names: Ferrando, S. E., Ferrando, Sebastian, Ferrando, Sebastian E., Ferrando, Sebastián, Ferrando, Sebastián Esteban, S. E. Ferrando, S. Ferrando, S.E. Ferrando, SEBASTIAN E. FERRANDO, Sebastian E. Ferrando, Sebastian Ferrando, Sebastián E. Ferrando, Sebastián Esteban Ferrando
ORCID: 0000-0003-2854-7879
Observed ORCID: 0000-0003-2854-7879
OpenAlex ID: A5047069445
Robust portfolio choice with derivative trading under stochastic volatility
2015 · Marcos Escobar, Sebastian Ferrando, et al. · Journal of Banking & Finance · 76
Algorithm 820
2002 · Sebastian E. Ferrando, Lawrence A. Kolasa, et al. · ACM Transactions on Mathematical Software · 40
Optimal investment under multi-factor stochastic volatility
2016 · Marcos Escobar, Sebastian Ferrando, et al. · Quantitative Finance · 31
Dynamic derivative strategies with stochastic interest rates and model uncertainty
2017 · Marcos Escobar, Sebastian Ferrando, et al. · Journal of Economic Dynamics and Control · 29
Probabilistic matching pursuit with Gabor dictionaries
2000 · S.E. Ferrando, E.J. Doolittle, et al. · Signal Processing · 23
Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability
2014 · Marcos Escobar, Sebastian Ferrando, et al. · International Review of Economics & Finance · 18
Uncertainty and nonseparability
1989 · A. C. de la Torre, P. Catuogno, et al. · Foundations of Physics Letters · 15
Three dimensional distribution of Brownian motion extrema
2012 · Marcos Escobar, Sebastian Ferrando, et al. · Stochastics · 11
Arbitrage and hedging in a non probabilistic framework
2012 · A. Alvarez, S. Ferrando, et al. · Mathematics and Financial Economics · 9
Evaluating exact VARMA likelihood and its gradient when data are incomplete
2008 · Kristjan Jonasson, Sebastian E. Ferrando · ACM Transactions on Mathematical Software · 9
Trajectory-based Models, Arbitrage and Continuity
2016 · ALEXANDER ALVAREZ, SEBASTIAN E. FERRANDO · International Journal of Theoretical and Applied Finance · 8
Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals
2014 · Sebastian Ferrando, Alfredo Gonzalez, et al. · SSRN Electronic Journal · 8
Averages of best wavelet basis estimates for denoising
2001 · S.E. Ferrando, L.A. Kolasa · Journal of Computational and Applied Mathematics · 8
Moving Ergodic Theorems for Superadditive Processes
1995 · S. E. Ferrando · Canadian Journal of Mathematics · 8
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Barrier options in three dimensions
2014 · Marcos Escobar, Sebastian Ferrando, et al. · International Journal of Financial Markets and Derivatives · 7
Trajectory Based Models. Evaluation of Minmax Pricing Bounds.
2015 · Ivan Degano, Sebastian Ferrando, et al. · SSRN Electronic Journal · 6
Trajectorial market models: arbitrage and pricing intervals
2019 · Sebastián E. Ferrando, Alfredo L. González, et al. · Revista de la Unión Matemática Argentina · 5
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Cell recognition using wavelet templates
2008 · Ariel J. Bernal, Sebastian E. Ferrando, et al. · Conference proceedings - Canadian Conference on Electrical and Computer Engineering · 5
Data-Based Parametrization for Affine GARCH Models Across Multiple Time Scales—Roughness Implications
2025 · Marcos Escobar-Anel, Sebastian Ferrando, et al. · Econometrics · 4
International portfolio choice under multi-factor stochastic volatility
2022 · Marcos Escobar-Anel, Sebastian Ferrando, et al. · Quantitative Finance · 4
Ideal denoising for signals in sub-Gaussian noise
2007 · Sebastian E. Ferrando, Randall Pyke · Applied and Computational Harmonic Analysis · 4
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Trajectorial asset models with operational assumptions
2019 · Sebastian Ferrando, Andrew Fleck, et al. · Quantitative Finance and Economics · 3
Trajectorial Asset Models with Operational Assumptions
2019 · Sebastian Ferrando, Andrew Fleck, et al. · SSRN Electronic Journal · 3
International Portfolio Choice Under Multi-Factor Stochastic Volatility
2016 · Marcos Escobar, Sebastian Ferrando, et al. · SSRN Electronic Journal · 3
No-Arbitrage Symmetries
2022 · Iván Degano, Sebastián Ferrando, et al. · Acta Mathematica Scientia · 2
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Works count: 60
Citation count: 354
H-index: 9
I10-index: 8
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