Access Statistics for Juan Carlos Arismendi Zambrano

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 Multi-Asset Option Approximation for General Stochastic Processes 1 1 2 10 2 2 7 23
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 1 9 1 2 6 15
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 1 2 5 15
Multivariate Elliptical Truncated Moments 0 0 10 10 1 1 8 8
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 2 2 26 26 2 2 18 18
Total Working Papers 3 3 39 77 7 9 44 79


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate truncated moments 1 2 4 22 1 4 12 64
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 1 2 3 3 1 3 12 13
The profitability of moving average trading rules in BRICS and emerging stock markets 0 2 8 8 2 10 24 24
Validation of default probability models: A stress testing approach 1 2 5 5 1 4 13 13
Total Journal Articles 3 8 20 38 5 21 61 114


Statistics updated 2017-06-02