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 1 3 32 0 1 4 200
Maxmin portfolios in financial immunization 0 0 0 2 0 0 1 8
Medidas de dispersión como medidas del riesgo de inmunización 0 0 0 10 1 1 2 58
Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach 0 0 0 55 0 0 0 241
Shadow risk-free returns when hedging the interest rate risk 0 0 0 133 1 1 1 704
The eurozone (expected) inflation: an option’s eyes view 0 0 0 41 0 1 7 112
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 19 0 0 0 310
When can you immunize a bond portfolio? 0 0 0 10 0 0 1 49
Total Working Papers 0 1 3 302 2 4 16 1,682


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 0 0 1 16
Factorization of European and American option prices under complete and incomplete markets 0 0 0 31 0 0 0 144
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier 0 1 2 66 0 1 2 179
On the dynamics of a single-bit stochastic-resonance memory device 0 0 0 2 0 0 0 24
Recursive lower and dual upper bounds for Bermudan-style options 0 0 0 1 0 0 0 5
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 1 50
The cross-section of average delta-hedge option returns under stochastic volatility 0 0 0 34 0 0 0 192
The eurozone (expected) inflation: An option's eyes view 0 0 0 17 0 1 5 92
The optimal method for pricing Bermudan options by simulation 0 0 1 3 0 0 2 19
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 74 0 0 1 155
Total Journal Articles 0 1 3 253 0 2 12 936


Statistics updated 2024-06-06