| On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives M Moreno, JF Navas Review of Derivatives Research 6, 107-128, 2003 | 244 | 2003 |
| Tail risk in energy portfolios C González-Pedraz, M Moreno, JI Peña Energy Economics 46, 422-434, 2014 | 43 | 2014 |
| A cyclical square-root model for the term structure of interest rates M Moreno, F Platania European journal of operational research 241 (1), 109-121, 2015 | 36 | 2015 |
| One-sided performance measures under Gram-Charlier distributions A León, M Moreno Journal of banking & finance 74, 38-50, 2017 | 33 | 2017 |
| Portfolio selection with commodities under conditional copulas and skew preferences C González-Pedraz, M Moreno, JI Peña Quantitative Finance 15 (1), 151-170, 2015 | 24 | 2015 |
| Long-term swings and seasonality in energy markets M Moreno, A Novales, F Platania European Journal of Operational Research 279 (3), 1011-1023, 2019 | 23 | 2019 |
| Stochastic string models with continuous semimartingales A Bueno-Guerrero, M Moreno, JF Navas Physica A: Statistical Mechanics and its Applications 433, 229-246, 2015 | 19 | 2015 |
| A two‐mean reverting‐factor model of the term structure of interest rates M Moreno Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 18 | 2003 |
| The stochastic string model as a unifying theory of the term structure of interest rates A Bueno-Guerrero, M Moreno, JF Navas Physica A: Statistical Mechanics and its Applications 461, 217-237, 2016 | 16 | 2016 |
| Weather derivatives hedging and swap illiquidity M Moreno Weather Risk Management Association, 2003 | 15 | 2003 |
| Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? N Marroquı, M Moreno European Journal of Operational Research 225 (3), 429-442, 2013 | 14 | 2013 |
| Australian options M Moreno, JF Navas Australian Journal of Management 33 (1), 69-93, 2008 | 14 | 2008 |
| Modelización de la estructura temporal de los tipos de interés: valoración de activos derivados y comportamiento empírico M Moreno Revista Española de Financiación y Contabilidad, 345-376, 2000 | 14 | 2000 |
| Statistical properties and economic implications of jump-diffusion processes with shot-noise effects M Moreno, P Serrano, W Stute European journal of operational research 214 (3), 656-664, 2011 | 13 | 2011 |
| Bond market completeness under stochastic strings with distribution-valued strategies A Bueno-Guerrero, M Moreno, JF Navas Quantitative Finance 22 (2), 197-211, 2022 | 12 | 2022 |
| A two-mean reverting-factor model of the term structure of interest rates M Moreno Finance and Banking Discussion Paper 23, 1996 | 12 | 1996 |
| Risk management under a two-factor model of the term structure of interest rates M Moreno Economic working paper 254, 1998 | 11 | 1998 |
| The generalized Vasicek credit risk model: A Machine Learning approach R García-Céspedes, M Moreno Finance Research Letters 47, 102669, 2022 | 10 | 2022 |
| An approximate multi-period Vasicek credit risk model R García-Céspedes, M Moreno Journal of Banking & Finance 81, 105-113, 2017 | 10 | 2017 |
| On the term structure of interbank interest rates: Jump-diffusion processes and option pricing M Moreno, JI Peña | 10 | 1996 |
