Alfredo Ibáñez

2004

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Alfredo Ibáñez trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. D. Hunter
  2. Eduardo S. Schwartz
  3. Francis A. Longstaff
  4. J. Lucia

Who trusts Alfredo Ibáñez overall

  1. Ben M. Hambly
  2. Sam D. Howison
  3. Tino Kluge

Papers from Alfredo Ibáñez's perspective

Ordered by how strongly the researchers Alfredo Ibáñez trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Valuing American Options by Simulation: A Simple Least-Squares Approach
  2. A stochastic mesh method for pricing high-dimensional American options
  3. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. The Term Structure of Interest Rates as a Random Field
  6. Quasi-Random Sequences and Their Discrepancies
  7. Market Design and Price Behavior in Restructured Electricity Markets: An International Comparison
  8. Credit Default Swap Valuation with Counterparty Risk
  9. Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process: Applications of Laplace Transform
  10. Counterparty Risk for Credit Default Swaps: Impact of Spread Volatility and Default Correlation

Their papers