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 | 2 | 9 | 39 |
| A Simple Option Formula for General Jump-Diffusion and other Exponential Levy Processes | 0 | 0 | 0 | 1,433 | 2 | 14 | 62 | 3,190 |
| Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution | 0 | 0 | 0 | 8 | 0 | 2 | 6 | 39 |
| INTERTEMPORALLY DEPENDENT PREFERENCE ORDERINGS IN AN EXPECTED UTILITY SETTING: GOLDEN RULE STRATEGIES FOR EDUCATIONAL ENDOWMENTS | 0 | 0 | 0 | 0 | 0 | 0 | 7 | 368 |
| Option-based Equity Risk Premiums | 0 | 0 | 1 | 35 | 2 | 5 | 17 | 66 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 1 | 0 | 0 | 5 | 17 |
| US Equity Risk Premiums during the COVID-19 Pandemic | 0 | 0 | 0 | 121 | 0 | 2 | 9 | 226 |
| Total Working Papers | 0 | 0 | 1 | 1,603 | 4 | 25 | 115 | 3,945 |
| 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 | 0 | 1 | 12 | 94 |
| Proof of non-convergence of the short-maturity expansion for the SABR model | 0 | 0 | 0 | 3 | 1 | 1 | 8 | 16 |
| The Ibbotson-Singuefield Simultation Made Easy | 1 | 1 | 1 | 64 | 2 | 2 | 4 | 284 |
| Total Journal Articles | 1 | 1 | 2 | 96 | 3 | 4 | 24 | 394 |
| 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 | 8 | 20 | 101 | 11,841 |
| Total Books | 0 | 0 | 0 | 20 | 8 | 20 | 101 | 11,841 |
| 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) | 1 | 1 | 1 | 2,405 | 2 | 5 | 21 | 4,023 |
| The Fundamental Transform (Excerpt) | 0 | 0 | 0 | 1,901 | 1 | 4 | 15 | 2,809 |
| The Term Structure of Implied Volatility | 0 | 0 | 0 | 3,971 | 1 | 4 | 15 | 8,118 |
| Total Chapters | 1 | 1 | 1 | 8,277 | 4 | 13 | 51 | 14,950 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.