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	1	2	202
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	0	0	2	59
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach	0	0	1	56	0	0	2	243
Shadow risk-free returns when hedging the interest rate risk	0	0	0	133	0	1	2	705
The eurozone (expected) inflation: an option’s eyes view	0	0	0	41	0	1	1	113
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities	0	0	0	19	1	1	5	315
When can you immunize a bond portfolio?	0	0	0	10	0	1	4	53
Total Working Papers	0	0	1	303	1	5	18	1,698

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	0	0	1	17
Factorization of European and American option prices under complete and incomplete markets	0	0	0	31	0	0	2	146
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier	0	0	2	68	1	2	5	184
On the dynamics of a single-bit stochastic-resonance memory device	0	0	0	2	0	1	1	25
Recursive lower and dual upper bounds for Bermudan-style options	0	0	2	3	0	1	6	11
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium	0	0	0	13	0	0	0	60
The Sensitivity of American Options to Suboptimal Exercise Strategies	0	0	0	10	0	0	0	50
The cross-section of average delta-hedge option returns under stochastic volatility	0	0	0	34	0	0	1	193
The eurozone (expected) inflation: An option's eyes view	0	0	1	18	0	0	3	95
The optimal method for pricing Bermudan options by simulation	0	0	0	3	0	0	1	20
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities	0	0	1	75	0	1	2	157
Total Journal Articles	0	0	6	259	1	5	22	958

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12