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 | 0 | 30 |
| A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes | 0 | 0 | 0 | 1,433 | 3 | 8 | 26 | 3,136 |
| Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution | 0 | 0 | 2 | 8 | 0 | 1 | 6 | 34 |
| 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 | 1 | 4 | 14 | 53 |
| 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 | 0 | 0 | 2 | 217 |
| Total Working Papers | 0 | 0 | 5 | 1,602 | 4 | 13 | 50 | 3,843 |
| 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 | 1 | 1 | 1 | 29 | 1 | 1 | 1 | 83 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 3 | 0 | 0 | 2 | 8 |
| The Ibbotson-Singuefield Simultation Made Easy | 0 | 0 | 0 | 63 | 0 | 0 | 1 | 280 |
| Total Journal Articles | 1 | 1 | 1 | 95 | 1 | 1 | 4 | 371 |
| 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 | 12 | 27 | 83 | 11,767 |
| Total Books | 0 | 0 | 0 | 20 | 12 | 27 | 83 | 11,767 |
| 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 | 1 | 2 | 7 | 4,004 |
| The Fundamental Transform (Excerpt) | 0 | 0 | 0 | 1,901 | 0 | 0 | 8 | 2,794 |
| The Term Structure of Implied Volatility | 0 | 0 | 0 | 3,971 | 1 | 2 | 11 | 8,105 |
| Total Chapters | 0 | 0 | 0 | 8,276 | 2 | 4 | 26 | 14,903 |
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