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 1 32 1 1 3 202
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 0 1 704
The eurozone (expected) inflation: an option’s eyes view 0 0 0 41 1 1 2 113
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 0 19 0 1 4 314
When can you immunize a bond portfolio? 0 0 0 10 0 1 3 52
Total Working Papers 0 0 2 303 2 4 17 1,695

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 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 1 3 68 1 2 5 183
On the dynamics of a single-bit stochastic-resonance memory device 0 0 0 2 1 1 1 25
Recursive lower and dual upper bounds for Bermudan-style options 0 0 2 3 1 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 1 4 95
The optimal method for pricing Bermudan options by simulation 0 0 0 3 0 1 1 20
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities 0 0 1 75 1 1 2 157
Total Journal Articles 0 1 7 259 4 7 23 957

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Statistics updated 2025-03-03