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 2 3 11 0 4 8 25
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 0 9 2 4 7 18
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 0 1 5 15
Multivariate Elliptical Truncated Moments 0 0 10 10 0 1 8 8
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 4 28 28 2 6 22 22
Total Working Papers 0 6 41 80 4 16 50 88


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 5 23 0 2 12 65
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 3 4 5 0 3 9 15
The profitability of moving average trading rules in BRICS and emerging stock markets 0 2 10 10 0 5 27 27
Validation of default probability models: A stress testing approach 1 2 6 6 2 4 16 16
Total Journal Articles 1 9 25 44 2 14 64 123


Statistics updated 2017-08-03