Access Statistics for Alan Lewis
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 | |
| A First Option Calibration of the GARCH Diffusion Model by a PDE Method | 0 | 0 | 0 | 5 | 0 | 0 | 9 | 39 |
| A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes | 0 | 0 | 0 | 1,433 | 2 | 6 | 61 | 3,194 |
| Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution | 0 | 0 | 0 | 8 | 0 | 0 | 5 | 39 |
| INTERTEMPORALLY DEPENDENT PREFERENCE ORDERINGS IN AN EXPECTED UTILITY SETTING: GOLDEN RULE STRATEGIES FOR EDUCATIONAL ENDOWMENTS | 0 | 0 | 0 | 0 | 1 | 1 | 8 | 369 |
| Option-based Equity Risk Premiums | 0 | 0 | 1 | 35 | 1 | 3 | 15 | 67 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 1 | 1 | 1 | 6 | 18 |
| US Equity Risk Premiums during the COVID-19 Pandemic | 0 | 0 | 0 | 121 | 2 | 2 | 11 | 228 |
| Total Working Papers | 0 | 0 | 1 | 1,603 | 7 | 13 | 115 | 3,954 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Applications of Eigenfunction Expansions in Continuous‐Time Finance | 0 | 0 | 1 | 29 | 2 | 2 | 14 | 96 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 3 | 1 | 3 | 10 | 18 |
| The Ibbotson-Singuefield Simultation Made Easy | 0 | 1 | 1 | 64 | 1 | 3 | 5 | 285 |
| Total Journal Articles | 0 | 1 | 2 | 96 | 4 | 8 | 29 | 399 |
| Book | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Option Valuation under Stochastic Volatility | 0 | 0 | 0 | 20 | 6 | 17 | 95 | 11,850 |
| Total Books | 0 | 0 | 0 | 20 | 6 | 17 | 95 | 11,850 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Introduction and Summary of Results (Excerpt) | 0 | 1 | 1 | 2,405 | 1 | 3 | 21 | 4,024 |
| The Fundamental Transform (Excerpt) | 0 | 0 | 0 | 1,901 | 0 | 1 | 15 | 2,809 |
| The Term Structure of Implied Volatility | 0 | 0 | 0 | 3,971 | 0 | 2 | 15 | 8,119 |
| Total Chapters | 0 | 1 | 1 | 8,277 | 1 | 6 | 51 | 14,952 |
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