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 3 11 0 1 8 26
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 0 9 1 4 9 20
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 1 3 7 18
Multivariate Elliptical Truncated Moments 1 2 12 12 2 3 11 11
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 3 4 32 32 6 10 30 30
Total Working Papers 4 6 47 86 10 21 65 105


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate truncated moments 0 0 5 23 2 3 13 68
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 4 5 0 0 7 15
The profitability of moving average trading rules in BRICS and emerging stock markets 0 0 10 10 1 1 28 28
Validation of default probability models: A stress testing approach 1 3 8 8 1 5 19 19
Total Journal Articles 1 3 27 46 4 9 67 130


Statistics updated 2017-10-05