Antoni Vaello-Sebastià, Sr. : Citation Profile


Are you Antoni Vaello-Sebastià, Sr.?

Universitat de les Illes Balears

3

H index

0

i10 index

20

Citations

RESEARCH PRODUCTION:

4

Articles

3

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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva449
   Updated: 2023-01-28    RAS profile: 2015-12-07    
   Missing citations? Add them    Incorrect content? Let us know

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)

Abudy, Menachem (1)

Oreffice, Sonia (1)

Quintana-Domeque, Climent (1)

Lee, Cheng Few (1)

Leung, Tim (1)

Lindset, Snorre (1)

Cites to:

Stentoft, Lars (8)

Bollerslev, Tim (7)

Longstaff, Francis (7)

Carpenter, Jennifer (4)

Scholes, Myron (4)

Murphy, Kevin (4)

Huddart, Steven (4)

Simonato, Jean-Guy (3)

Christoffersen, Peter (3)

Goyal, Amit (2)

Johnson, Shane (2)

Main data


Where Antoni Vaello-Sebastià, Sr. has published?


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


YearTitle of citing document
2022Optimal 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

2021The 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.:


YearTitleTypeCited
2011Pricing executive stock options under employment shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article7
2010Pricing executive stock options under employment shocks.(2010) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2012Does stock return predictability affect ESO fair value? In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2012Does 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
2010A simulation-based algorithm for American executive stock option valuation In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2009American GARCH employee stock option valuation In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2012Executive Stock Options and Time Diversification In: QM&ET Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team