Access Statistics for Luis H. R. Alvarez Esteban

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 Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty 0 0 2 6 0 0 3 19
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 73 1 3 5 253
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 1 10 2 2 4 41
A Class of Solvable Stopping Games 0 0 0 69 3 4 6 191
A General Approach to the Stochastic Rotation Problem with Amenity Valuation 0 0 0 42 2 2 4 275
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk 0 0 0 88 3 3 4 181
A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity 0 0 0 2 3 6 6 32
Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? 0 0 0 117 1 4 6 462
Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? 0 0 0 92 3 3 3 366
Irreversible Investment under Interest Rate Variability: New Results 0 0 1 56 6 8 13 308
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 38 1 1 5 189
Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty 0 0 0 181 2 3 4 663
Irreversible investment under interest rate variability: new results 0 0 0 188 2 2 2 648
Irreversible investment under interest rate variability: new results 0 0 0 16 2 5 6 111
Knightian Uncertainty, k-Ignorance, and Optimal Timing 0 0 0 98 7 7 9 356
Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective 0 0 0 28 2 4 8 228
On Forest Rotation Under Interest Rate Variability 0 0 0 40 1 2 3 165
On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty 0 0 0 234 2 5 7 1,834
Optimal Dividend Control in Presence of Downside Risk 0 0 0 64 2 6 10 224
Optimal Harvesting under Resource Stock and Price Uncertainty 0 0 0 143 3 4 5 496
Progressive Taxation and Irreversible Investment under Uncertainty 0 0 0 118 2 8 10 481
Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts 0 0 0 1 2 2 6 974
Taxation and Rotation Age under Stochastic Forest Stand Value 0 0 0 95 0 6 10 452
The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts 0 0 0 4 1 1 2 19
Theory of Tax-Induced Investment Spurts 0 0 0 1 1 3 3 178
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion 0 0 2 15 0 1 10 46
Valuation of Irreversible Entry Options under Uncertainty and Taxation 0 0 1 8 3 3 6 567
Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing 0 0 0 0 3 4 6 208
Wicksellian Theory of Forest Rotation under Interest Rate Variability 0 0 0 78 5 6 11 669
Total Working Papers 0 0 7 1,905 65 108 177 10,636


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A class of solvable stochastic dividend optimization problems: on the general impact of flexibility on valuation 0 0 0 63 0 0 0 227
Adoption of uncertain multi-stage technology projects: a real options approach 0 0 0 147 0 3 4 338
Demand uncertainty and the value of supply opportunities 0 0 0 4 1 2 5 51
Does risk aversion accelerate optimal forest rotation under uncertainty? 0 0 0 14 0 2 2 65
Exit strategies and price uncertainty: a Greenian approach 0 1 1 23 0 3 5 106
Investment timing in presence of downside risk: a certainty equivalent characterization 0 0 0 27 1 1 3 116
Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note 0 0 0 11 2 3 4 60
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 51 2 6 7 242
Irreversible capital accumulation under interest rate uncertainty 1 1 1 4 2 3 8 42
On Forest Rotation under Interest Rate Variability 0 0 0 36 2 2 4 234
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models 0 0 0 32 1 1 1 159
Optimal capital accumulation under price uncertainty and costly reversibility 0 0 0 55 1 5 9 212
Optimal exit and valuation under demand uncertainty: A real options approach 0 0 0 67 2 2 2 149
Optimal harvesting under resource stock and price uncertainty 0 0 1 33 1 2 6 132
Optimal payout policy in presence of downside risk 0 0 0 2 1 4 5 25
Optimal risk adoption: a real options approach 0 0 0 46 1 6 6 185
Partial outsourcing: A real options perspective 0 0 1 124 1 3 4 332
Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty 0 0 0 28 2 2 3 127
Reward functionals, salvage values, and optimal stopping 0 0 0 15 1 3 4 41
Singular stochastic control in the presence of a state-dependent yield structure 0 0 1 14 0 1 4 65
Solving optimal stopping problems of linear diffusions by applying convolution approximations 0 0 0 0 2 2 3 11
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options 0 0 0 29 1 4 4 137
Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts 0 1 6 107 2 8 18 279
Taxation and rotation age under stochastic forest stand value 0 0 0 20 1 2 3 101
The impact of delivery lags on irreversible investment under uncertainty 0 0 1 52 0 2 5 120
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion 0 0 0 3 1 8 10 31
Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing 0 0 0 0 0 2 4 217
Wicksellian theory of forest rotation under interest rate variability 0 0 0 12 2 2 3 156
Zero coupon bonds and affine term structures: reconsidering the one-factor model 0 0 1 41 1 2 4 141
Total Journal Articles 1 3 13 1,060 31 86 140 4,101


Statistics updated 2026-01-09