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Leon, Angel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
157 |
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Citations
6 |
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1.
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Parametric Properties of Semi-Nonparametric Distributions, with Applications to Option Valuation
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Mencia, Javier
Bank of Spain Sentana, Enrique
Centro de Estudios Monetarios y Financieros (CEMFI) Leon, Angel
Universidad de Alicante
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Posted:
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17 Apr 06
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Last Revised:
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29 Mar 07
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106
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Leon, Angel
Universidad de Alicante Mencia, Javier
Bank of Spain Sentana, Enrique
Centro de Estudios Monetarios y Financieros (CEMFI)
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87
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kurtosis, density expansions, gram-charlier, skewness, s&p index options
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Mencia, Javier
Bank of Spain Sentana, Enrique
Centro de Estudios Monetarios y Financieros (CEMFI) Leon, Angel
Universidad de Alicante
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19
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6
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Kurtosis, density expansions, Gram-Charlier, skewness, S&P index options
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2.
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Sebestyén, Szabolcs
ISCTE-IUL Leon, Angel
Universidad de Alicante
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13 Apr 11
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Last Revised:
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15 May 12
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monetary policy, jumps, interest rates, principal components
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