Search Results - Vaello-Sebastia, A

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  1. 1
    American GARCH employee stock option valuation

    American GARCH employee stock option valuation by Leon, Angel, Vaello-Sebastia, A

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  2. 2
    Pricing executive stock options under employment shocks

    Pricing executive stock options under employment shocks by Carmona, Julio, León, Angel, Vaello-Sebastià, Antoni

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  3. 3
    The global spillovers of unconventional monetary policies on tail risks

    The global spillovers of unconventional monetary policies on tail risks by Alonso, Irma, Serrano, Pedro, Vaello-Sebastià, Antoni

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  4. 4
    The international integration of the term structure of expected market risk premia

    The international integration of the term structure of expected market risk premia by Rubio, Gonzalo, Serrano, Pedro, Vaello-Sebastià, Antoni

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  5. 5
    The international linkages of market risk perception

    The international linkages of market risk perception by Serrano, Pedro, Vaello-Sebastià, Antoni, Vich-Llompart, M. Magdalena

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  6. 6
    Does stock return predictability affect ESO fair value?

    Does stock return predictability affect ESO fair value? by Carmona, Julio, León, Angel, Vaello-Sebastià, Antoni

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  7. 7
    International evidence of the forecasting ability of option‐implied distributions

    International evidence of the forecasting ability of option‐implied distributions by Serrano, Pedro, Vaello‐Sebastià, Antoni, Magdalena Vich Llompart, M.

    Published in Journal of forecasting
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  8. 8
    A simulation-based algorithm for American executive stock option valuation

    A simulation-based algorithm for American executive stock option valuation by León, Angel, Vaello-Sebastià, Antoni

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