| Monte Carlo valuation of American options through computation of the optimal exercise frontier A Ibanez, F Zapatero Journal of Financial and Quantitative Analysis, 2004 | 256 | 2004 |
| Valuation by simulation of contingent claims with multiple early exercise opportunities A Ibáñez Mathematical Finance: An International Journal of Mathematics, Statistics …, 2004 | 94 | 2004 |
| When can you immunize a bond portfolio? A Balbás, A Ibáñez Journal of Banking & Finance 22 (12), 1571-1595, 1998 | 61 | 1998 |
| Dispersion measures as immunization risk measures A Balbás, A Ibanez, S Lopez Journal of banking & finance 26 (6), 1229-1244, 2002 | 41 | 2002 |
| Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium A Ibanez Management Science, 2003 | 29 | 2003 |
| The Sensitivity of American Options to Suboptimal Exercise Strategies A Ibanez, I Paraskevopoulos Journal of Financial and Quantitative Analysis 45 (6), 1563-1590, 2010 | 21 | 2010 |
| Recursive lower and dual upper bounds for Bermudan-style options A Ibánez, C Velasco European Journal of Operational Research 280 (2), 730-740, 2020 | 12 | 2020 |
| The Eurozone (Expected) Inflation: an Option’s Eyes View R Gimeno, A Ibanez Journal of International Money and Finance, 2018 | 12 | 2018 |
| The Eurozone (Expected) Inflation: An Option's Eyes View R Gimeno, A Ibañez Banco de España Working Paper, 2017 | 10 | 2017 |
| The optimal method for pricing Bermudan options by simulation A Ibañez, V Carlos Mathematical Finance, 2018 | 9 | 2018 |
| Factorization of European and American Option Prices under Complete and Incomplete Markets A Ibanez Journal of Banking and Finance, 311-325, 2008 | 9 | 2008 |
| One-Factor-Based Exercise Strategies for American Options in Multi-Factor Models A Ibañez, C Velasco Available at SSRN 2151387, 2017 | 6 | 2017 |
| A Simple Measure of Default-risk Based on Endogenous Credit-risk Models A Ibañez | 5 | 2018 |
| A Simple Measure of Default-risk Based on Endogenous Credit-risk Models Ibañez | 5* | |
| Maxmin Portfolios in Models where Immunization is not Feasible Balbas, Ibanez | 4* | |
| The Optimal Method for Pricing Bermudan Options by Simulation A Ibáñez, C Velasco Working Paper, Universidad Carlos III de Madrid, 2010 | 2 | 2010 |
| On the Negative Market Volatility Risk-Premium: Bridging the Gap Between Option Returns and the Pricing of Options A Ibañez Review of Derivative Research, 2007 | 2 | 2007 |
| Estimation with applications of two-factor affine term structure models for Mexico, 1995-2004 J Cacho-Díaz, A Ibañez Available at SSRN 675775, 2005 | 2 | 2005 |
| Option-pricing in incomplete markets: the hedging portfolio plus a risk premium-based recursive approach A Ibáñez | 2 | 2005 |
| Shadow risk-free returns when hedging the interest rate risk A Balbás, A Ibáñez, R Romera | 2 | 2002 |
Fernando ZapateroProfessor, Finance, Boston UniversityVerified email at bu.edu
