5
H index
1
i10 index
70
Citations
Alfredo Ibáñez : Citation Profile
Instituto Tecnólogico Autónomo de México (ITAM) | RESEARCH PRODUCTION: 11 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1994 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alfredo Ibáñez. | Is cited by:
| Cites to:
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Main data
Where Alfredo Ibáñez has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial and Quantitative Analysis | 2 |
| Mathematical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| DEE - Working Papers. Business Economics. WB / Universidad Carlos III de Madrid. Departamento de Economía de la Empresa | 4 |
| Working Papers / Banco de Espaa | 2 |
Recent works citing Alfredo Ibáñez (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fast Option Pricing using Nonlinear Stencils. (2023). Zhu, Yimin ; Huang, Yushen ; Das, Rathish ; Chowdhury, Rezaul ; Ahmad, Zafar. In: Papers. RePEc:arx:papers:2303.02317. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Is the fed failing to re-anchor expectations? An analysis of jumps in inflation swaps. (2023). Kuhanathan, Ano ; Chibane, Messaoud. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003768. Full description at Econpapers || Download paper |
| 2023 | Optimal harvest decisions for the management of carbon sequestration forests under price uncertainty and risk preferences. (2023). Yang, Hongqiang ; Chang, Sun Joseph ; Ning, Zhuo ; Yu, Zhihan. In: Forest Policy and Economics. RePEc:eee:forpol:v:151:y:2023:i:c:s1389934123000527. Full description at Econpapers || Download paper |
Works by Alfredo Ibáñez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Default near-the-default-point: the value of and the distance to default In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The eurozone (expected) inflation: an option’s eyes view. In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2018 | The eurozone (expected) inflation: An options eyes view.(2018) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2004 | Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities In: Mathematical Finance. [Full Text][Citation analysis] | article | 8 |
| 2002 | Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2018 | The optimal method for pricing Bermudan options by simulation In: Mathematical Finance. [Full Text][Citation analysis] | article | 3 |
| 1995 | Medidas de dispersión como medidas del riesgo de inmunización In: DEE - Documentos de Trabajo. EconomÃa de la Empresa. DB. [Full Text][Citation analysis] | paper | 0 |
| 1994 | When can you immunize a bond portfolio? In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Maxmin portfolios in financial immunization In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Shadow risk-free returns when hedging the interest rate risk In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach In: DEE - Working Papers. Business Economics. WB. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 35 |
| 2010 | The Sensitivity of American Options to Suboptimal Exercise Strategies In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 8 |
| 2020 | Recursive lower and dual upper bounds for Bermudan-style options In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
| 2008 | Factorization of European and American option prices under complete and incomplete markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
| 2003 | Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium In: Management Science. [Full Text][Citation analysis] | article | 7 |
| 2008 | The cross-section of average delta-hedge option returns under stochastic volatility In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 0 |
| 2010 | On the dynamics of a single-bit stochastic-resonance memory device In: The European Physical Journal B: Condensed Matter and Complex Systems. [Full Text][Citation analysis] | article | 0 |
| 2021 | European Puts, Credit Protection, and Endogenous Default In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team