Broda, Simon A. and Arismendi Zambrano, Juan (2021) On quadratic forms in multivariate generalized hyperbolic random vectors. Biometrika, 108 (2). pp. 413-424. ISSN 1464-3510

Arismendi Zambrano, Juan (2019) Higher-Order Tail Moments in Asset-Pricing Theory. In: Handbook of Global Financial Markets. World Scientific, Singapore, pp. 689-741. (Unpublished)

Arismendi Zambrano, Juan and Kimura, Herbert (2016) Monte Carlo Approximate Tensor Moment Simulations. Numerical Linear Algebra with Applications, 23 (5). pp. 825-847. ISSN 1099-1506

Arismendi Zambrano, Juan and De Genaro, Alan (2016) A Monte Carlo Multi-Asset Option Pricing Approximation for General Stochastic Processes. Chaos, Solitons & Fractals, 88. pp. 75-99. ISSN 0960-0779

Arismendi Zambrano, Juan and Broda, Simon A. (2016) Multivariate Elliptical Truncated Moments. Working Paper. SSRN.

Arismendi Zambrano, Juan, Back, Janis, Prokopczuk, Marcel, Paschke, Raphael and Rudolf, Markus (2016) Seasonal Stochastic Volatility: Implications for the pricing of commodity options. Journal of Banking and Finance, 66. pp. 53-65. ISSN 0378-4266

Tsukahara, Fábio Yasuhiro, Kimura, Herbert, Sobreiro, Vinicius Amorim and Arismendi Zambrano, Juan (2016) Validation of default probability models: A stress testing approach. International Review of Financial Analysis, 47. pp. 70-85. ISSN 1057-5219

Sobreiro, Vinicius Amorim, da Costa, Thiago Raymon Cruz Cacique, Nazário, Rodolfo Toríbio Farias, Lima e Silva, Jéssica, Filho, Marcius Correia Lima, Kimura, Herbert and Arismendi Zambrano, Juan (2016) The profitability of moving average trading rules in BRICS and emerging stock markets. North American Journal of Economics and Finance, 38. pp. 86-101. ISSN 1062-9408

Arismendi Zambrano, Juan and Prokopczuk, Marcel (2014) A moment-based analytic approximation of the risk-neutral density of American options. Applied Mathematical Finance, 23 (6). pp. 409-444. ISSN 1350-486X

Arismendi Zambrano, Juan (2013) Multivariate truncated moments. Journal of Multivariate Analysis, 117. pp. 41-75. ISSN 0047-259X