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 | 2 | 2 | 9 | 39 |
| A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes | 0 | 0 | 0 | 1,433 | 4 | 14 | 57 | 3,180 |
| Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution | 0 | 0 | 1 | 8 | 1 | 2 | 6 | 38 |
| INTERTEMPORALLY DEPENDENT PREFERENCE ORDERINGS IN AN EXPECTED UTILITY SETTING: GOLDEN RULE STRATEGIES FOR EDUCATIONAL ENDOWMENTS | 0 | 0 | 0 | 0 | 0 | 1 | 7 | 368 |
| Option-based Equity Risk Premiums | 0 | 0 | 1 | 35 | 2 | 4 | 15 | 63 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 1 | 0 | 0 | 5 | 17 |
| US Equity Risk Premiums during the COVID-19 Pandemic | 0 | 0 | 0 | 121 | 2 | 5 | 10 | 226 |
| Total Working Papers | 0 | 0 | 2 | 1,603 | 11 | 28 | 109 | 3,931 |
| 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 | 29 | 0 | 3 | 11 | 93 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 3 | 0 | 3 | 8 | 15 |
| The Ibbotson-Singuefield Simultation Made Easy | 0 | 0 | 0 | 63 | 0 | 0 | 2 | 282 |
| Total Journal Articles | 0 | 0 | 1 | 95 | 0 | 6 | 21 | 390 |
| 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 | 6 | 14 | 89 | 11,827 |
| Total Books | 0 | 0 | 0 | 20 | 6 | 14 | 89 | 11,827 |
| 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 | 5 | 16 | 4,018 |
| The Fundamental Transform (Excerpt) | 0 | 0 | 0 | 1,901 | 2 | 4 | 14 | 2,807 |
| The Term Structure of Implied Volatility | 0 | 0 | 0 | 3,971 | 1 | 5 | 12 | 8,115 |
| Total Chapters | 0 | 0 | 0 | 8,276 | 3 | 14 | 42 | 14,940 |
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