JULIO CARMONA : Citation Profile


Universidad de Alicante

3

H index

0

i10 index

19

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   17 years (2007 - 2024). See details.
   Cites by year: 1
   Journals where JULIO CARMONA has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca786
   Updated: 2026-05-02    RAS profile: 2023-02-24    
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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 JULIO CARMONA.

Is cited by:

Wang, Xingchun (3)

Leung, Tim (2)

Stentoft, Lars (1)

Lindset, Snorre (1)

Oreffice, Sonia (1)

Escobar Anel, Marcos (1)

Naimzada, Ahmad (1)

Nowak, Piotr (1)

Ewald, Christian-Oliver (1)

Quintana-Domeque, Climent (1)

Cites to:

Goenka, Aditya (12)

Nguyen, Manh Hung (10)

Stentoft, Lars (4)

Longstaff, Francis (3)

Gersovitz, Mark (2)

Campbell, John (2)

Hammer, Jeffrey (2)

Eichenbaum, Martin (2)

Scholes, Myron (2)

Yogo, Motohiro (2)

Huddart, Steven (2)

Main data


Where JULIO CARMONA has published?


Working Papers Series with more than one paper published# docs
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)2

Recent works citing JULIO CARMONA (2025 and 2024)


YearTitle of citing document
2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2024). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

Full description at Econpapers || Download paper

2025Analytical fixed income pricing in discrete time: A new family of models. (2025). Stentoft, Lars ; Escobar Anel, Marcos ; Ye, Xize ; Escobar-Anel, Marcos. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000973.

Full description at Econpapers || Download paper

2024Dynamical analysis of healthcare policy effects in an integrated economic-epidemiological model. (2024). Naimzada, Ahmad ; Cavalli, Fausto ; Visetti, Daniela. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:221:y:2024:i:c:p:315-336.

Full description at Econpapers || Download paper

Works by JULIO CARMONA:


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.
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This paper has nother version. Agregated cites: 7
paper
2009Pricing executive stock options under employment shocks.(2009) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2012Does stock return predictability affect ESO fair value? In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2011Does Stock Return Predictability Affect ESO Fair Value?.(2011) In: QM&ET Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2007Investment option under CIR interest rates In: Finance Research Letters.
[Full Text][Citation analysis]
article7
2007INVESTMENT OPTION UNDER CIR INTEREST RATES.(2007) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2012Executive Stock Options and Time Diversification In: QM&ET Working Papers.
[Full Text][Citation analysis]
paper0
2021Pandemic Effects in the Solow Growth Model In: QM&ET Working Papers.
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paper1
2022A Simple Endemic Growth Model for Undergraduates In: QM&ET Working Papers.
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paper0
2024Using the Solow Growth Model. The Impact of Endemic Diseases on Economic Growth. In: QM&ET Working Papers.
[Full Text][Citation analysis]
paper0

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