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 0 6 0 1 9 27
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 73 0 2 11 260
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 10 0 2 8 46
A Class of Solvable Stopping Games 0 0 0 69 0 2 11 197
A General Approach to the Stochastic Rotation Problem with Amenity Valuation 0 0 0 42 0 3 10 281
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk 0 0 0 88 0 0 7 184
A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity 0 0 0 2 1 7 17 43
Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? 0 0 0 117 0 6 17 474
Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? 0 0 0 92 0 3 12 375
Irreversible Investment under Interest Rate Variability: New Results 0 0 0 56 0 5 15 314
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 38 1 1 11 196
Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty 0 0 0 181 0 4 19 678
Irreversible investment under interest rate variability: new results 0 0 0 16 0 2 9 115
Irreversible investment under interest rate variability: new results 0 0 0 188 1 5 13 659
Knightian Uncertainty, k-Ignorance, and Optimal Timing 0 0 1 99 1 5 22 371
Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective 0 0 0 28 0 0 16 238
On Forest Rotation Under Interest Rate Variability 0 0 0 40 0 3 9 172
On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty 0 0 0 234 0 1 8 1,837
Optimal Dividend Control in Presence of Downside Risk 0 0 0 64 0 6 21 237
Optimal Harvesting under Resource Stock and Price Uncertainty 0 0 0 143 0 4 12 504
Progressive Taxation and Irreversible Investment under Uncertainty 0 0 0 118 0 1 18 489
Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts 0 0 0 1 0 1 6 977
Taxation and Rotation Age under Stochastic Forest Stand Value 0 0 0 95 0 1 23 467
The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts 0 0 0 4 0 0 5 22
Theory of Tax-Induced Investment Spurts 0 0 0 1 0 2 12 187
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion 0 0 0 15 0 3 8 52
Valuation of Irreversible Entry Options under Uncertainty and Taxation 0 0 0 8 0 4 12 574
Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing 0 0 0 0 0 0 9 213
Wicksellian Theory of Forest Rotation under Interest Rate Variability 0 0 0 78 0 1 17 676
Total Working Papers 0 0 1 1,906 4 75 367 10,865


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 3 9 236
Adoption of uncertain multi-stage technology projects: a real options approach 0 0 0 147 0 1 12 346
Demand uncertainty and the value of supply opportunities 0 0 0 4 0 1 7 55
Does risk aversion accelerate optimal forest rotation under uncertainty? 0 0 0 14 1 6 13 76
Exit strategies and price uncertainty: a Greenian approach 0 0 1 23 0 3 12 114
Investment timing in presence of downside risk: a certainty equivalent characterization 0 0 0 27 0 0 7 121
Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note 0 0 0 11 0 2 7 64
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 51 0 3 11 247
Irreversible capital accumulation under interest rate uncertainty 0 0 1 4 0 2 9 48
On Forest Rotation under Interest Rate Variability 0 0 0 36 1 1 15 246
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models 0 0 0 32 0 3 7 165
Optimal capital accumulation under price uncertainty and costly reversibility 0 0 0 55 0 1 14 218
Optimal exit and valuation under demand uncertainty: A real options approach 0 0 0 67 0 1 6 153
Optimal harvesting under resource stock and price uncertainty 0 0 0 33 0 3 9 138
Optimal payout policy in presence of downside risk 0 0 0 2 0 2 11 32
Optimal risk adoption: a real options approach 0 0 0 46 0 0 13 192
Partial outsourcing: A real options perspective 0 0 1 124 0 1 10 338
Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty 0 0 0 28 0 0 6 131
Reward functionals, salvage values, and optimal stopping 0 0 0 15 0 3 12 50
Singular stochastic control in the presence of a state-dependent yield structure 0 0 1 14 0 2 11 73
Solving optimal stopping problems of linear diffusions by applying convolution approximations 0 0 1 1 0 1 14 23
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options 0 0 1 30 0 3 11 144
Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts 0 0 3 108 0 1 18 287
Taxation and rotation age under stochastic forest stand value 0 0 0 20 0 1 10 109
The impact of delivery lags on irreversible investment under uncertainty 0 0 1 52 0 2 17 132
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion 0 0 0 3 0 1 18 40
Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing 0 0 0 0 0 4 10 225
Wicksellian theory of forest rotation under interest rate variability 1 1 1 13 1 3 13 167
Zero coupon bonds and affine term structures: reconsidering the one-factor model 0 0 0 41 0 2 8 147
Total Journal Articles 1 1 11 1,064 3 56 320 4,317


Statistics updated 2026-07-10