Access Statistics for Luis H. R. Alvarez Esteban

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty 0 1 2 6 0 1 3 18
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 73 1 1 2 249
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 1 10 0 0 1 38
A Class of Solvable Stopping Games 0 0 0 69 0 0 1 186
A General Approach to the Stochastic Rotation Problem with Amenity Valuation 0 0 0 42 0 0 0 271
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk 0 0 0 88 0 0 0 177
A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity 0 0 0 2 0 0 0 26
Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? 0 0 0 117 0 0 1 457
Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? 0 0 0 92 0 0 0 363
Irreversible Investment under Interest Rate Variability: New Results 0 0 1 56 0 2 4 299
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 38 0 0 2 185
Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty 0 0 0 181 0 0 3 659
Irreversible investment under interest rate variability: new results 0 0 0 188 0 0 2 646
Irreversible investment under interest rate variability: new results 0 0 0 16 0 0 1 106
Knightian Uncertainty, k-Ignorance, and Optimal Timing 0 0 1 98 1 2 3 349
Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective 0 0 0 28 0 0 2 222
On Forest Rotation Under Interest Rate Variability 0 0 0 40 0 0 2 163
On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty 0 0 0 234 0 0 2 1,829
Optimal Dividend Control in Presence of Downside Risk 0 0 0 64 1 1 1 215
Optimal Harvesting under Resource Stock and Price Uncertainty 0 0 1 143 1 1 2 492
Progressive Taxation and Irreversible Investment under Uncertainty 0 0 0 118 0 0 1 471
Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts 0 0 0 1 0 0 4 971
Taxation and Rotation Age under Stochastic Forest Stand Value 0 0 0 95 0 1 3 443
The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts 0 0 0 4 0 0 0 17
Theory of Tax-Induced Investment Spurts 0 0 0 1 0 0 0 175
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion 0 2 2 15 1 6 7 43
Valuation of Irreversible Entry Options under Uncertainty and Taxation 0 0 4 8 0 0 5 562
Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing 0 0 0 0 0 0 2 204
Wicksellian Theory of Forest Rotation under Interest Rate Variability 0 0 0 78 0 1 1 659
Total Working Papers 0 3 12 1,905 5 16 55 10,495


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation 0 0 1 63 0 0 2 227
Adoption of uncertain multi-stage technology projects: a real options approach 0 0 0 147 0 0 1 334
Demand uncertainty and the value of supply opportunities 0 0 0 4 0 0 2 48
Does risk aversion accelerate optimal forest rotation under uncertainty? 0 0 0 14 0 0 0 63
Exit strategies and price uncertainty: a Greenian approach 0 0 0 22 1 1 1 102
Investment timing in presence of downside risk: a certainty equivalent characterization 0 0 0 27 0 0 2 114
Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note 0 0 1 11 0 0 2 57
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 51 0 0 0 235
Irreversible capital accumulation under interest rate uncertainty 0 0 0 3 0 0 3 37
On Forest Rotation under Interest Rate Variability 0 0 1 36 0 0 2 231
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models 0 0 0 32 0 0 1 158
Optimal capital accumulation under price uncertainty and costly reversibility 0 0 2 55 0 0 6 204
Optimal exit and valuation under demand uncertainty: A real options approach 0 0 0 67 0 0 0 147
Optimal harvesting under resource stock and price uncertainty 1 1 1 33 2 2 3 129
Optimal payout policy in presence of downside risk 0 0 0 2 0 1 2 21
Optimal risk adoption: a real options approach 0 0 0 46 0 0 1 179
Partial outsourcing: A real options perspective 0 0 1 123 0 0 1 328
Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty 0 0 0 28 0 0 2 125
Reward functionals, salvage values, and optimal stopping 0 0 0 15 0 0 1 38
Singular stochastic control in the presence of a state-dependent yield structure 0 0 0 13 0 1 1 62
Solving optimal stopping problems of linear diffusions by applying convolution approximations 0 0 0 0 1 1 2 9
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options 0 0 0 29 0 0 0 133
Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts 0 1 7 104 1 3 14 268
Taxation and rotation age under stochastic forest stand value 0 0 0 20 1 1 1 99
The impact of delivery lags on irreversible investment under uncertainty 0 0 1 51 0 0 3 115
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion 0 0 0 3 1 1 1 22
Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing 0 0 0 0 0 0 2 215
Wicksellian theory of forest rotation under interest rate variability 0 0 0 12 0 0 4 154
Zero coupon bonds and affine term structures: reconsidering the one-factor model 0 0 1 41 0 0 3 139
Total Journal Articles 1 2 16 1,052 7 11 63 3,993


Statistics updated 2025-06-06