Access Statistics for Manuel Moreno

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Two-Mean Reverting-Factor Model of the Term Structure of Interest Rates	1	1	21	599	5	8	75	2,137
Australian Asian Options	0	6	22	181	2	8	50	523
GARCH Modeling of Robust Market Returns	6	12	29	89	9	21	73	196
On the Relevance of Modeling Volatility for Pricing Purposes	0	0	5	324	0	0	14	865
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives	4	10	54	1,022	12	32	118	2,041
On the Term Structure of Interbank Interest Rates: Jump-Diffusion Processes and Option Pricing	0	1	7	8	1	2	16	201
Pricing tranched credit products with generalized multifactor models	1	1	6	37	2	2	25	94
Risk Management under a Two-Factor Model of the Term Structure of Interest Rates	0	1	15	550	1	7	40	2,057
Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects	2	5	22	22	5	14	51	51
Total Working Papers	14	37	181	2,832	37	94	462	8,165

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives	1	6	45	133	10	20	107	357
Total Journal Articles	1	6	45	133	10	20	107	357

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2009-11-04