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 0 3 8 210
Maxmin portfolios in financial immunization 0 0 0 2 0 0 1 9
Medidas de dispersión como medidas del riesgo de inmunización 0 0 0 10 1 3 6 65
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach 0 0 1 57 1 4 15 258
Shadow risk-free returns when hedging the interest rate risk 0 0 0 133 2 3 14 719
The eurozone (expected) inflation: an option’s eyes view 0 0 0 41 8 9 20 133
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 19 1 3 11 326
When can you immunize a bond portfolio? 0 0 1 11 1 2 13 66
Total Working Papers 0 0 2 305 14 27 88 1,786

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 11 28
Factorization of European and American option prices under complete and incomplete markets 0 0 0 31 3 3 10 156
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier 0 0 3 71 2 3 14 198
On the dynamics of a single-bit stochastic-resonance memory device 0 0 1 3 0 2 8 33
Recursive lower and dual upper bounds for Bermudan-style options 0 0 0 3 0 1 3 14
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium 0 0 0 13 3 5 18 78
The Sensitivity of American Options to Suboptimal Exercise Strategies 0 0 1 11 6 8 22 72
The cross-section of average delta-hedge option returns under stochastic volatility 0 0 0 34 0 2 5 198
The eurozone (expected) inflation: An option's eyes view 0 0 0 18 3 7 13 108
The optimal method for pricing Bermudan options by simulation 0 0 0 3 1 2 8 28
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 75 2 2 10 167
Total Journal Articles 0 0 5 264 23 42 122 1,080

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Statistics updated 2026-05-06