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Ibáñez, Alfredo
8
Gimeno, Ricardo
6
Balbás, Alejandro
2
Escot, Lorenzo
2
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2
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OLC EcoSci
ECONIS (ZBW)
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2
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1
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
Saved in:
2
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:
3
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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4
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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5
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
Saved in:
6
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:
7
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:
8
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:
9
The relationship between house prices and house purchase loans: The Spanish case
Gimeno, Ricardo
;
Martínez-Carrascal, Carmen
- In:
Journal of banking & finance
34
(
2010
)
8
,
pp. 1849-1856
Persistent link: https://www.econbiz.de/10008424804
Saved in:
10
Real Options Valuation: A Case Study of an E-commerce Company
Sáenz-Diez, Rocío
;
Gimeno, Ricardo
;
deabajo, Carlos
- In:
Journal of applied corporate finance : JACF
20
(
2008
)
2
,
pp. 129
Persistent link: https://www.econbiz.de/10008080877
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