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Alfredo Ibáñez · Study

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Alfredo Ibáñez

5 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-9774-5601

h-index5

i105

Citations273

Works here5

98

03

04

18

Most cited in this library

Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier2004 · 143 citations
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities2004 · 51 citations
When can you immunize a bond portfolio?1998 · 40 citations
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium2003 · 22 citations
The eurozone (expected) inflation: An option's eyes view2018 · 17 citations

Works

5 shown

The eurozone (expected) inflation: An option's eyes view

Journal of International Money and Finance·2018·2 authors·Open access

17citations

Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier

Journal of Financial and Quantitative Analysis·2004·2 authors

143citations

Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities

Mathematical Finance·2004·1 author·Open access

51citations

Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium

Management Science·2003·1 author

22citations

When can you immunize a bond portfolio?

Journal of Banking & Finance·1998·2 authors·Open access

40citations