Access Statistics for Alfredo Ibáñez

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
Default near-the-default-point: the value of and the distance to default 0 1 3 21 3 10 41 135
Maxmin portfolios in financial immunization 0 0 0 1 0 0 2 4
Medidas de dispersión como medidas del riesgo de inmunización 1 1 2 3 1 1 6 11
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach 0 0 1 52 1 4 8 227
Shadow risk-free returns when hedging the interest rate risk 0 0 0 131 0 0 1 696
The eurozone (expected) inflation: an option’s eyes view 0 1 3 38 3 6 23 59
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 19 1 1 7 304
When can you immunize a bond portfolio? 0 0 0 3 1 1 9 26
Total Working Papers 1 3 9 268 10 23 97 1,462


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Factorization of European and American option prices under complete and incomplete markets 0 0 0 31 0 0 8 137
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier 0 0 2 56 0 0 7 136
On the dynamics of a single-bit stochastic-resonance memory device 0 0 0 2 0 0 1 21
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium 0 0 0 10 0 2 7 53
The Sensitivity of American Options to Suboptimal Exercise Strategies 0 0 0 10 1 1 3 44
The cross-section of average delta-hedge option returns under stochastic volatility 0 0 0 33 0 0 3 186
The eurozone (expected) inflation: An option's eyes view 0 1 1 8 2 3 19 50
The optimal method for pricing Bermudan options by simulation 0 0 0 1 0 1 6 13
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 2 73 1 1 6 152
Total Journal Articles 0 1 5 224 4 8 60 792


Statistics updated 2020-09-04