Citation profile for Antoni Vaello-Sebastià, Sr.

Antoni Vaello-Sebastià, Sr. : Citation Profile

Universitat de les Illes Balears

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2009 - 2012). See details.
   Cites by year: 6
   Journals where Antoni Vaello-Sebastià, Sr. has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 2 (9.09 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva449
   Updated: 2023-03-25    RAS profile: 2015-12-07
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Antoni Vaello-Sebastià, Sr..

Is cited by:

Wang, Xingchun (3)

Leung, Tim (1)

Lindset, Snorre (1)

Lee, Cheng Few (1)

Abudy, Menachem (1)

Oreffice, Sonia (1)

Quintana-Domeque, Climent (1)

Cites to:

Stentoft, Lars (8)

Bollerslev, Tim (7)

Longstaff, Francis (7)

Carpenter, Jennifer (4)

Huddart, Steven (4)

Murphy, Kevin (4)

Scholes, Myron (4)

Simonato, Jean-Guy (3)

Campbell, John (2)

Lo, Andrew (2)

Goyal, Amit (2)

Main data

Where Antoni Vaello-Sebastià, Sr. has published?

Recent works citing Antoni Vaello-Sebastià, Sr. (2022 and 2021)

Year	Title of citing document
2022	Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095. Full description at Econpapers \|\| Download paper
2021	The values and incentive effects of options on the maximum or the minimum of the stock prices and market index. (2021). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302345. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper

Works by Antoni Vaello-Sebastià, Sr.:

Year	Title	Type	Cited
2011	Pricing executive stock options under employment shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis]	article	7
2010	Pricing executive stock options under employment shocks.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7	paper
2012	Does stock return predictability affect ESO fair value? In: European Journal of Operational Research. [Full Text][Citation analysis]	article	4
2012	Does Stock Return Predictability Affect ESO Fair Value?.(2012) In: QM&ET Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4	paper
2010	A simulation-based algorithm for American executive stock option valuation In: Finance Research Letters. [Full Text][Citation analysis]	article	1
2009	American GARCH employee stock option valuation In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	8
2012	Executive Stock Options and Time Diversification In: QM&ET Working Papers. [Full Text][Citation analysis]	paper	0