Parametric properties of semi-nonparametric distribution, with application to option valuation León, A., J. Mencía and E. SentanaJournal of Business and Economic Statistics – 2009 16 de October de 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio
American GARCH employee stock option valuation León, A., and A. VaelloJournal of Banking and Finance – 2009 16 de October de 2018Pub, PubFac, PubfacLeonA, Pubfield, Pubyear2009By coralio
A simulation-based algorithm for American executive stock option valuation León A., and A. VaelloFinance Research Letters – 2010 16 de October de 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 16 de October de 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 16 de October de 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio