Access Statistics for Alan Lewis

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 First Option Calibration of the GARCH Diffusion Model by a PDE Method 0 0 0 5 0 0 3 30
A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes 0 0 0 1,433 2 4 35 3,118
Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution 0 1 3 7 1 4 9 32
INTERTEMPORALLY DEPENDENT PREFERENCE ORDERINGS IN AN EXPECTED UTILITY SETTING: GOLDEN RULE STRATEGIES FOR EDUCATIONAL ENDOWMENTS 0 0 0 0 0 0 0 361
Option-based Equity Risk Premiums 0 2 2 34 4 8 9 48
US Equity Risk Premiums during the COVID-19 Pandemic 0 0 0 120 0 0 1 215
Total Working Papers 0 3 5 1,599 7 16 57 3,804


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Applications of Eigenfunction Expansions in Continuous‐Time Finance 0 0 1 28 0 0 2 82
The Ibbotson-Singuefield Simultation Made Easy 0 0 0 63 0 0 4 280
Total Journal Articles 0 0 1 91 0 0 6 362


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Option Valuation under Stochastic Volatility 0 0 0 20 4 20 126 11,728
Total Books 0 0 0 20 4 20 126 11,728


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction and Summary of Results (Excerpt) 0 0 0 2,404 0 2 11 4,001
The Fundamental Transform (Excerpt) 0 0 0 1,901 0 1 15 2,792
The Term Structure of Implied Volatility 0 0 0 3,971 0 3 22 8,102
Total Chapters 0 0 0 8,276 0 6 48 14,895


Statistics updated 2025-03-03