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 2 9 212
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 0 1 6 66
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach 0 0 0 57 0 3 16 261
Shadow risk-free returns when hedging the interest rate risk 0 0 0 133 0 1 15 720
The eurozone (expected) inflation: an option’s eyes view 0 0 0 41 0 1 21 134
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 19 0 1 12 327
When can you immunize a bond portfolio? 0 0 1 11 0 0 11 66
Total Working Papers 0 0 1 305 0 9 91 1,795

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 1 1 12 29
Factorization of European and American option prices under complete and incomplete markets 0 0 0 31 0 0 10 156
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier 1 1 3 72 1 2 15 200
On the dynamics of a single-bit stochastic-resonance memory device 0 0 0 3 0 0 7 33
Recursive lower and dual upper bounds for Bermudan-style options 0 0 0 3 1 2 4 16
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium 0 0 0 13 0 2 17 80
The Sensitivity of American Options to Suboptimal Exercise Strategies 0 1 2 12 1 4 26 76
The cross-section of average delta-hedge option returns under stochastic volatility 0 0 0 34 0 0 5 198
The eurozone (expected) inflation: An option's eyes view 0 0 0 18 0 0 13 108
The optimal method for pricing Bermudan options by simulation 0 0 0 3 1 1 9 29
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 75 0 0 8 167
Total Journal Articles 1 2 5 266 5 12 126 1,092

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Statistics updated 2026-08-07