Parametric properties of semi-nonparametric distribution, with application to option valuation León, A., J. Mencía and E. SentanaJournal of Business and Economic Statistics – 2009 Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio
American GARCH employee stock option valuation León, A., and A. VaelloJournal of Banking and Finance – 2009 Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio
A simulation-based algorithm for American executive stock option valuation León A., and A. VaelloFinance Research Letters – 2010 Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2010By coralio
Pricing executive stock options under employment shocks Carmona, J., A. León and A. VaelloJournal of Economic Dynamics and Control – 2011 Tuesday October 16th, 2018fac, facCarmonaJ, facLeonA, field, fieldEconometrics, year2011By coralio
One-sided performance measures under Gram-Charlier distributions León, A., and M. MorenoJournal of Banking and Finance – 2017 Tuesday October 16th, 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio