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 0 0 1 9 0 0 6 21
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 1 9 0 1 6 14
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 1 2 4 14
Multivariate Elliptical Truncated Moments 0 0 10 10 0 0 7 7
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 1 24 24 0 2 16 16
Total Working Papers 0 1 36 74 1 5 39 72


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate truncated moments 0 1 4 21 0 4 12 63
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 1 1 2 2 1 2 12 12
The profitability of moving average trading rules in BRICS and emerging stock markets 2 6 8 8 5 15 22 22
Validation of default probability models: A stress testing approach 1 1 4 4 3 6 12 12
Total Journal Articles 4 9 18 35 9 27 58 109


Statistics updated 2017-05-02