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 2 8 21
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 1 9 0 0 5 13
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 1 2 3 13
Multivariate Elliptical Truncated Moments 0 0 10 10 0 1 7 7
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 1 1 24 24 2 6 16 16
Total Working Papers 1 1 36 74 3 11 39 70


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate truncated moments 0 2 3 20 1 5 11 60
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 1 1 0 1 10 10
The profitability of moving average trading rules in BRICS and emerging stock markets 4 6 6 6 7 14 14 14
Total Journal Articles 4 8 10 27 8 20 35 84


Statistics updated 2017-03-07