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 1 10 0 0 2 39
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions 0 0 0 73 1 2 4 252
A Class of Solvable Stopping Games 0 0 0 69 1 2 3 188
A General Approach to the Stochastic Rotation Problem with Amenity Valuation 0 0 0 42 0 1 2 273
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk 0 0 0 88 0 0 1 178
A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity 0 0 0 2 2 3 3 29
Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities? 0 0 0 117 0 3 5 461
Does Risk Aversion Accelerate Optimal Forest Rotation under Uncertainty? 0 0 0 92 0 0 0 363
Irreversible Investment under Interest Rate Variability: New Results 0 0 1 56 2 2 7 302
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 38 0 1 4 188
Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty 0 0 0 181 1 1 2 661
Irreversible investment under interest rate variability: new results 0 0 0 188 0 0 1 646
Irreversible investment under interest rate variability: new results 0 0 0 16 1 3 4 109
Knightian Uncertainty, k-Ignorance, and Optimal Timing 0 0 0 98 0 0 2 349
Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective 0 0 0 28 1 2 6 226
On Forest Rotation Under Interest Rate Variability 0 0 0 40 0 1 2 164
On the Tree-Cutting Problem under Interest Rate and Forest Value Uncertainty 0 0 0 234 2 3 5 1,832
Optimal Dividend Control in Presence of Downside Risk 0 0 0 64 3 5 8 222
Optimal Harvesting under Resource Stock and Price Uncertainty 0 0 0 143 1 1 2 493
Progressive Taxation and Irreversible Investment under Uncertainty 0 0 0 118 4 7 8 479
Tax Policy Uncertainty and the Corporation - Theory of Tax-induced Investment Spurts 0 0 0 1 0 0 4 972
Taxation and Rotation Age under Stochastic Forest Stand Value 0 0 0 95 3 6 10 452
The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts 0 0 0 4 0 0 1 18
Theory of Tax-Induced Investment Spurts 0 0 0 1 2 2 2 177
Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion 0 0 2 15 1 2 10 46
Valuation of Irreversible Entry Options under Uncertainty and Taxation 0 0 2 8 0 0 4 564
Why is the Corporation Tax not Neutral? Anticipated Tax not Reform, Invesment Spurts and Corporate Borrowing 0 0 0 0 1 1 3 205
Wicksellian Theory of Forest Rotation under Interest Rate Variability 0 0 0 78 1 2 6 664
Total Working Papers 0 0 8 1,905 27 50 114 10,571


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 1 63 0 0 1 227
Adoption of uncertain multi-stage technology projects: a real options approach 0 0 0 147 2 3 4 338
Demand uncertainty and the value of supply opportunities 0 0 0 4 1 1 4 50
Does risk aversion accelerate optimal forest rotation under uncertainty? 0 0 0 14 2 2 2 65
Exit strategies and price uncertainty: a Greenian approach 1 1 1 23 2 3 5 106
Investment timing in presence of downside risk: a certainty equivalent characterization 0 0 0 27 0 0 2 115
Irreversible Capital Accumulation and Nonlinear Tax Policy: A Note 0 0 0 11 0 1 2 58
Irreversible Investment under Interest Rate Variability: Some Generalizations 0 0 0 51 1 4 5 240
Irreversible capital accumulation under interest rate uncertainty 0 0 0 3 1 1 6 40
On Forest Rotation under Interest Rate Variability 0 0 0 36 0 0 2 232
On the form and risk-sensitivity of zero coupon bonds for a class of interest rate models 0 0 0 32 0 0 0 158
Optimal capital accumulation under price uncertainty and costly reversibility 0 0 0 55 3 4 8 211
Optimal exit and valuation under demand uncertainty: A real options approach 0 0 0 67 0 0 0 147
Optimal harvesting under resource stock and price uncertainty 0 0 1 33 0 1 5 131
Optimal payout policy in presence of downside risk 0 0 0 2 3 3 4 24
Optimal risk adoption: a real options approach 0 0 0 46 4 5 6 184
Partial outsourcing: A real options perspective 0 0 1 124 2 2 3 331
Progressive Taxation, Tax Exemption, and Irreversible Investment under Uncertainty 0 0 0 28 0 0 2 125
Reward functionals, salvage values, and optimal stopping 0 0 0 15 1 2 3 40
Singular stochastic control in the presence of a state-dependent yield structure 0 0 1 14 1 1 4 65
Solving optimal stopping problems of linear diffusions by applying convolution approximations 0 0 0 0 0 0 1 9
Takeover Timing, Implementation Uncertainty, and Embedded Divestment Options 0 0 0 29 1 3 3 136
Tax policy uncertainty and corporate investment: A theory of tax-induced investment spurts 1 1 6 107 4 6 17 277
Taxation and rotation age under stochastic forest stand value 0 0 0 20 1 1 2 100
The impact of delivery lags on irreversible investment under uncertainty 0 0 1 52 2 2 5 120
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion 0 0 0 3 3 8 9 30
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 0 0 1 154
Zero coupon bonds and affine term structures: reconsidering the one-factor model 0 0 1 41 1 1 4 140
Total Journal Articles 2 2 13 1,059 35 56 114 4,070


Statistics updated 2025-12-06