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 0 0 32 2 6 7 209
Maxmin portfolios in financial immunization 0 0 0 2 0 1 1 9
Medidas de dispersión como medidas del riesgo de inmunización 0 0 0 10 2 4 5 64
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach 0 0 1 57 2 6 13 256
Shadow risk-free returns when hedging the interest rate risk 0 0 0 133 1 9 13 717
The eurozone (expected) inflation: an option’s eyes view 0 0 0 41 1 5 12 125
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 19 1 6 10 324
When can you immunize a bond portfolio? 0 1 1 11 1 7 13 65
Total Working Papers 0 1 2 305 10 44 74 1,769

Journal Article File Downloads Abstract Views
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 7 7 24
Factorization of European and American option prices under complete and incomplete markets 0 0 0 31 0 5 7 153
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier 0 1 3 71 1 8 13 196
On the dynamics of a single-bit stochastic-resonance memory device 0 0 1 3 2 7 8 33
Recursive lower and dual upper bounds for Bermudan-style options 0 0 0 3 0 1 2 13
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium 0 0 0 13 1 8 14 74
The Sensitivity of American Options to Suboptimal Exercise Strategies 0 0 1 11 2 12 16 66
The cross-section of average delta-hedge option returns under stochastic volatility 0 0 0 34 0 2 3 196
The eurozone (expected) inflation: An option's eyes view 0 0 0 18 3 4 9 104
The optimal method for pricing Bermudan options by simulation 0 0 0 3 1 6 7 27
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 75 0 5 8 165
Total Journal Articles 0 1 5 264 13 65 94 1,051

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Statistics updated 2026-03-04