Access Statistics for Alfredo Ibáñez

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Default near-the-default-point: the value of and the distance to default	0	0	0	32	4	4	6	207
Maxmin portfolios in financial immunization	0	0	0	2	1	1	1	9
Medidas de dispersión como medidas del riesgo de inmunización	0	0	0	10	1	2	3	62
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach	0	0	1	57	3	7	11	254
Shadow risk-free returns when hedging the interest rate risk	0	0	0	133	7	9	12	716
The eurozone (expected) inflation: an option’s eyes view	0	0	0	41	3	8	12	124
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities	0	0	0	19	2	6	9	323
When can you immunize a bond portfolio?	0	1	1	11	2	7	12	64
Total Working Papers	0	1	2	305	23	44	66	1,759

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
European Puts, Credit Protection, and Endogenous Default	0	0	0	2	3	4	4	21
Factorization of European and American option prices under complete and incomplete markets	0	0	0	31	4	6	7	153
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier	1	1	3	71	6	8	13	195
On the dynamics of a single-bit stochastic-resonance memory device	0	0	1	3	4	5	7	31
Recursive lower and dual upper bounds for Bermudan-style options	0	0	0	3	0	1	3	13
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium	0	0	0	13	4	9	13	73
The Sensitivity of American Options to Suboptimal Exercise Strategies	0	0	1	11	5	12	14	64
The cross-section of average delta-hedge option returns under stochastic volatility	0	0	0	34	1	2	3	196
The eurozone (expected) inflation: An option's eyes view	0	0	0	18	1	3	6	101
The optimal method for pricing Bermudan options by simulation	0	0	0	3	3	6	6	26
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities	0	0	0	75	3	5	9	165
Total Journal Articles	1	1	5	264	34	61	85	1,038

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Statistics updated 2026-02-12