Daily Archives: 16 de October de 2018

Parametric properties of semi-nonparametric distribution, with application to option valuation

León, A., J. Mencía and E. Sentana
Journal 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. Vaello
Journal 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. Vaello
Finance 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. Vaello
Journal 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. Moreno
Journal
of Banking and Finance – 2017

16 de October de 2018Pub, PubFac, PubfacLeonA, Pubfield, PubfieldEconometrics, Pubyear2017By coralio