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Velasco, Carlos
21
Ibáñez, Alfredo
8
Lobato, Ignacio N.
4
Delgado, Miguel A.
3
Avarucci, Marco
2
Balbás, Alejandro
2
Marmol, Francesc
2
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2
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1
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Journal of econometrics
9
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5
Journal of banking & finance
3
Economics letters
2
Journal of financial and quantitative analysis : JFQA
2
Journal of the American Statistical Association : JASA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
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1
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1
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116
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1
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium
Ibáñez, Alfredo
- In:
Management science : journal of the Institute for …
49
(
2003
)
9
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10006083326
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2
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Ibáñez, Alfredo
;
Zapatero, Fernando
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
2
,
pp. 253-276
Persistent link: https://www.econbiz.de/10006693323
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3
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10008268079
Saved in:
4
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
Ibáñez, Alfredo
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 223-248
Persistent link: https://www.econbiz.de/10008214818
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5
Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10007908339
Saved in:
6
When can you immunize a bond portfolio?
Balbás, Alejandro
;
Ibáñez, Alfredo
- In:
Journal of banking & finance
22
(
1998
)
12
,
pp. 1571-1596
Persistent link: https://www.econbiz.de/10005900788
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7
The Sensitivity of American Options to Suboptimal Exercise Strategies
Ibáñez, Alfredo
;
Paraskevopoulos, Ioannis
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1563-1563
Persistent link: https://www.econbiz.de/10008848152
Saved in:
8
Dispersion measures as immunization risk measures
Balbás, Alejandro
;
Ibáñez, Alfredo
;
Lopez, Susana
- In:
Journal of banking & finance
26
(
2002
)
6
,
pp. 1229-1244
Persistent link: https://www.econbiz.de/10005890256
Saved in:
9
Generalized spectral tests for the martingale difference hypothesis
Escanciano, J.Carlos
;
Velasco, Carlos
- In:
Journal of econometrics
134
(
2006
)
1
,
pp. 151-186
Persistent link: https://www.econbiz.de/10007285969
Saved in:
10
Optimal Fractional Dickey-Fuller tests
Lobato, Ignacion
;
Velasco, Carlos
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 492-510
Persistent link: https://www.econbiz.de/10007402521
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