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 1 30
A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes 0 0 0 1,433 3 8 29 3,128
Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution 1 1 3 8 1 1 7 33
INTERTEMPORALLY DEPENDENT PREFERENCE ORDERINGS IN AN EXPECTED UTILITY SETTING: GOLDEN RULE STRATEGIES FOR EDUCATIONAL ENDOWMENTS 0 0 0 0 0 0 0 361
Option-based Equity Risk Premiums 0 0 2 34 0 1 10 49
Proof of non-convergence of the short-maturity expansion for the SABR model 0 0 0 1 0 0 2 12
US Equity Risk Premiums during the COVID-19 Pandemic 0 0 1 121 1 1 2 217
Total Working Papers 1 1 6 1,602 5 11 51 3,830


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 0 28 0 0 0 82
Proof of non-convergence of the short-maturity expansion for the SABR model 0 0 0 3 0 1 2 8
The Ibbotson-Singuefield Simultation Made Easy 0 0 0 63 0 0 2 280
Total Journal Articles 0 0 0 94 0 1 4 370


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 1 6 88 11,740
Total Books 0 0 0 20 1 6 88 11,740


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 0 0 2,404 0 0 8 4,002
The Fundamental Transform (Excerpt) 0 0 0 1,901 1 1 8 2,794
The Term Structure of Implied Volatility 0 0 0 3,971 0 0 16 8,103
Total Chapters 0 0 0 8,276 1 1 32 14,899


Statistics updated 2025-07-04