Consumption and Hedging in Oil-Importing Developing Coutries
Felipe Aldunate; Jaime Casassus.
European Financial Management, por aparecer.
Resumen

Stochastic Convenience Yield implied from Commodity Futures and Interest Rates
Jaime Casassus; Pierre Collin-Dufresne.
Journal of Finance, 60(5): 2283-2331, 2005.

Unspanned Stochastic Volatility and Fixed Income Derivatives Pricing
Jaime Casassus; Pierre Collin-Dufresne; Bob Goldstein.
Journal of Banking & Finance, 29(11), 2723-2749, 2005.

Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A Real Options Model
Jaime Casassus; Gonzalo Cortazar; Eduardo S. Schwartz.
R&D Management, 31(2), 181-189, 2001.