Bernales, Alejandro

Learning how to smile: can rational learning explain the predictable dynamics in the implied volatility surface. Alejandro Bernales y Massimo Guidolin

Algorithmic and high frequency trading in dynamic limit order markets. Alejandro Bernales y Joseph Daoud

The effects of derivatives on underlying financial markets: equity options, commodity derivatives and credit default swaps. William Arrata, Alejandro Bernales y Virginie Coudert

Thinly Traded Securities and Risk Management . Alejandro Bernales, Diether W. Beuermann y Gonzalo Cortazar