Abel Cadenillas

Finance · 2004–2014

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Abel Cadenillas trusts overall

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

  1. Jennifer N. Carpenter
  2. Ou-yang Hui
  3. Brian J. Hall
  4. Xun Yu Zhou
  5. Erwan Morellec
  6. Jack Buffington
  7. George Yin
  8. Kevin J. Murphy
  9. Marianne Bertrand
  10. Li Jin

Who trusts Abel Cadenillas overall

  1. Lin He
  2. Jostein Paulsen
  3. Agostino Capponi

Papers from Abel Cadenillas's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Stock Options for Undiversified Executives
  3. Does Option Compensation Increase Managerial Risk Appetite
  4. American options with regime switching
  5. Optimal portfolio choice for unobservable and regime-switching mean returns
  6. Optimal Exercise Prices For Executive Stock Options
  7. THE EFFECT OF MANAGERS ON FIRM POLICIES
  8. Nearly-Optimal Asset Allocation in Hybrid Stock Investment Models
  9. Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Journal of Applied Probability)
  10. A Regime-Switching Model for European Options

Their papers