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 7 21
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 0 1 9 1 1 6 14
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 0 1 3 13
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 4 16 16
Total Working Papers 0 1 36 74 1 6 39 71


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate truncated moments 1 1 4 21 3 5 12 63
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 1 1 1 2 11 11
The profitability of moving average trading rules in BRICS and emerging stock markets 0 6 6 6 3 14 17 17
Total Journal Articles 1 7 11 28 7 21 40 91


Statistics updated 2017-04-03