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 1 2 9 27
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 10 2 2 8 46
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 73 2 4 12 260
A Class of Solvable Stopping Games 0 0 0 69 2 3 11 197
A General Approach to the Stochastic Rotation Problem with Amenity Valuation 0 0 0 42 3 3 10 281
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk 0 0 0 88 0 1 7 184
A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity 0 0 0 2 5 7 15 41
Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? 0 0 0 117 5 9 16 473
Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? 0 0 0 92 0 1 9 372
Irreversible Investment under Interest Rate Variability: New Results 0 0 0 56 5 5 15 314
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 38 0 3 10 195
Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty 0 0 0 181 4 11 19 678
Irreversible investment under interest rate variability: new results 0 0 0 188 3 6 11 657
Irreversible investment under interest rate variability: new results 0 0 0 16 2 3 9 115
Knightian Uncertainty, k-Ignorance, and Optimal Timing 0 1 1 99 4 10 22 370
Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective 0 0 0 28 0 6 16 238
On Forest Rotation Under Interest Rate Variability 0 0 0 40 3 5 9 172
On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty 0 0 0 234 1 2 8 1,837
Optimal Dividend Control in Presence of Downside Risk 0 0 0 64 6 9 23 237
Optimal Harvesting under Resource Stock and Price Uncertainty 0 0 0 143 4 5 13 504
Progressive Taxation and Irreversible Investment under Uncertainty 0 0 0 118 1 4 18 489
Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts 0 0 0 1 1 1 6 977
Taxation and Rotation Age under Stochastic Forest Stand Value 0 0 0 95 1 5 24 467
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 2 5 12 187
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion 0 0 0 15 3 4 10 52
Valuation of Irreversible Entry Options under Uncertainty and Taxation 0 0 0 8 4 5 12 574
Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing 0 0 0 0 0 4 9 213
Wicksellian Theory of Forest Rotation under Interest Rate Variability 0 0 0 78 0 1 16 675
Total Working Papers 0 1 1 1,906 64 126 364 10,854


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 3 7 9 236
Adoption of uncertain multi-stage technology projects: a real options approach 0 0 0 147 1 3 12 346
Demand uncertainty and the value of supply opportunities 0 0 0 4 1 1 7 55
Does risk aversion accelerate optimal forest rotation under uncertainty? 0 0 0 14 5 8 12 75
Exit strategies and price uncertainty: a Greenian approach 0 0 1 23 2 3 12 113
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 2 2 7 64
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 51 3 3 12 247
Irreversible capital accumulation under interest rate uncertainty 0 0 1 4 1 2 10 47
On Forest Rotation under Interest Rate Variability 0 0 0 36 0 5 14 245
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models 0 0 0 32 3 4 7 165
Optimal capital accumulation under price uncertainty and costly reversibility 0 0 0 55 0 1 13 217
Optimal exit and valuation under demand uncertainty: A real options approach 0 0 0 67 0 0 5 152
Optimal harvesting under resource stock and price uncertainty 0 0 1 33 3 4 11 138
Optimal payout policy in presence of downside risk 0 0 0 2 2 6 11 32
Optimal risk adoption: a real options approach 0 0 0 46 0 1 13 192
Partial outsourcing: A real options perspective 0 0 1 124 1 5 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 3 6 12 50
Singular stochastic control in the presence of a state-dependent yield structure 0 0 1 14 2 5 11 73
Solving optimal stopping problems of linear diffusions by applying convolution approximations 0 1 1 1 1 6 15 23
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options 0 0 1 30 3 3 11 144
Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts 0 1 4 108 1 3 20 287
Taxation and rotation age under stochastic forest stand value 0 0 0 20 1 4 11 109
The impact of delivery lags on irreversible investment under uncertainty 0 0 1 52 1 3 16 131
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion 0 0 0 3 1 7 19 40
Why is the Corporation Tax Not Neutral?. Anticipated Tax Reform, Investment Spurts and Corporate Borrowing 0 0 0 0 4 7 10 225
Wicksellian theory of forest rotation under interest rate variability 0 0 0 12 2 5 12 166
Zero coupon bonds and affine term structures: reconsidering the one-factor model 0 0 0 41 1 2 7 146
Total Journal Articles 0 2 12 1,063 47 106 322 4,308


Statistics updated 2026-05-06