Institution: Instituto Tecnólogico Autónomo de México (ITAM)
Primary Field: Finance (weighted toward more recent publications)
Homepage: http://alfre.ibanez.googlepages.com/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 1.01 | 0.00 | 1.01 |
| All Time | 0.00 | 0.00 | 5.03 | 0.00 | 5.03 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2018 | The eurozone (expected) inflation: An option's eyes view | Journal of International Money and Finance | B | 2 |
| 2011 | The Sensitivity of American Options to Suboptimal Exercise Strategies | Journal of Financial and Quantitative Analysis | B | 2 |
| 2008 | Factorization of European and American option prices under complete and incomplete markets | Journal of Banking & Finance | B | 1 |
| 2004 | Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier | Journal of Financial and Quantitative Analysis | B | 2 |