ANTONIO
VAELLO SEBASTIA
Ikertzailea 2005-2007 tartean
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Universitat de les Illes Balears
Palma, EspañaUniversitat de les Illes Balears-ko ikertzaileekin lankidetzan egindako argitalpenak (8)
2024
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International evidence of the forecasting ability of option-implied distributions
Journal of Forecasting
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The global spillovers of unconventional monetary policies on tail risks
Finance Research Letters, Vol. 59
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The international linkages of market risk perception
Journal of Multinational Financial Management, Vol. 72
2023
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The international integration of the term structure of expected market risk premia
Finance Research Letters, Vol. 58
2012
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Does stock return predictability affect ESO fair value?
European Journal of Operational Research, Vol. 223, Núm. 1, pp. 188-202
2011
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Pricing executive stock options under employment shocks
Journal of Economic Dynamics and Control, Vol. 35, Núm. 1, pp. 97-114
2010
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A simulation-based algorithm for American executive stock option valuation
Finance Research Letters, Vol. 7, Núm. 1, pp. 14-23
2009
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American GARCH employee stock option valuation
Journal of Banking and Finance, Vol. 33, Núm. 6, pp. 1129-1143