Access Statistics for Juan Carlos Arismendi Zambrano

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 Multi-Asset Option Approximation for General Stochastic Processes 0 0 2 11 0 2 7 28
An Analytic Approximation of the Implied Risk-Neutral Density of American Multi-Asset Options 0 1 1 10 0 2 9 22
Monte Carlo Approximate Tensor Moment Simulations 0 0 0 22 0 2 8 20
Multivariate Elliptical Truncated Moments 0 1 3 13 1 2 6 13
Tail Systemic Risk And Banking Network Contagion: Evidence From the Brazilian Banking System 0 0 9 32 0 3 21 33
Total Working Papers 0 2 15 88 1 11 51 116


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate truncated moments 1 1 4 24 1 3 13 71
Seasonal Stochastic Volatility: Implications for the pricing of commodity options 0 0 4 5 1 1 7 16
The profitability of moving average trading rules in BRICS and emerging stock markets 0 0 10 10 1 4 29 32
Validation of default probability models: A stress testing approach 1 5 10 13 3 9 22 28
Total Journal Articles 2 6 28 52 6 17 71 147


Statistics updated 2018-01-04