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	0	0	2	203
Maxmin portfolios in financial immunization	0	0	0	2	0	0	0	8
Medidas de dispersión como medidas del riesgo de inmunización	0	0	0	10	1	1	2	61
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach	0	0	1	57	1	5	8	251
Shadow risk-free returns when hedging the interest rate risk	0	0	0	133	1	3	5	709
The eurozone (expected) inflation: an option’s eyes view	0	0	0	41	1	6	9	121
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities	0	0	0	19	3	6	7	321
When can you immunize a bond portfolio?	1	1	1	11	4	7	10	62
Total Working Papers	1	1	2	305	11	28	43	1,736

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	1	1	1	18
Factorization of European and American option prices under complete and incomplete markets	0	0	0	31	1	2	3	149
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier	0	1	2	70	1	4	7	189
On the dynamics of a single-bit stochastic-resonance memory device	0	0	1	3	1	1	3	27
Recursive lower and dual upper bounds for Bermudan-style options	0	0	0	3	1	1	3	13
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium	0	0	0	13	3	6	9	69
The Sensitivity of American Options to Suboptimal Exercise Strategies	0	1	1	11	5	9	9	59
The cross-section of average delta-hedge option returns under stochastic volatility	0	0	0	34	1	2	2	195
The eurozone (expected) inflation: An option's eyes view	0	0	0	18	0	3	6	100
The optimal method for pricing Bermudan options by simulation	0	0	0	3	2	3	4	23
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities	0	0	0	75	2	3	6	162
Total Journal Articles	0	2	4	263	18	35	53	1,004

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Statistics updated 2026-01-09