José Manuel Corcuera

Title Professor
Academic Institution University of Barcelona
Country Spain
Contact Information

CAS Publications

  • Corcuera, J. M., Fajardo, J., Schoutens, W., and Valdivia, A. 2015. "CoCos with Extension Risk. A Structural Approach", in M. Podolskij, R. Stetzer, S. Thorbjørnsen, and A Veraart (eds.), Probability, Statistics and Applications, Heidelberg: Springer Verlag. 

  • Corcuera, J. M., and Valdivia, A. 2015. "Pricing CoCos with a marketing trigger", in F. E. Benth and G. Di Nunno (eds.), Stochastics in Environmental and Financial Mathematics, Springer. 

CAS Project