Alfredo Ibáñez

From MaRDI portal
Person:1029237

Available identifiers

zbMath Open ibanez.alfredoMaRDI QIDQ1029237

List of research outcomes





PublicationDate of PublicationType
Recursive lower and dual upper bounds for Bermudan-style options2019-09-18Paper
The optimal method for pricing Bermudan options by simulation2018-11-02Paper
Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium2012-02-19Paper
The cross-section of average delta-hedge option returns under stochastic volatility2009-07-10Paper
Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities2004-11-16Paper
https://portal.mardi4nfdi.de/entity/Q44598052004-05-18Paper

Research outcomes over time

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