| American GARCH employee stock option valuation A León, A Vaello-Sebastiá Journal of Banking & Finance 33 (6), 1129-1143, 2009 | 29 | 2009 |
| Pricing executive stock options under employment shocks J Carmona, A León, A Vaello-Sebastià Journal of Economic Dynamics and Control 35 (1), 97-114, 2011 | 14 | 2011 |
| A simulation-based algorithm for American executive stock option valuation A León, A Vaello-Sebastiá Finance Research Letters 7 (1), 14-23, 2010 | 11 | 2010 |
| Does stock return predictability affect ESO fair value? J Carmona, A León, A Vaello-Sebastià European journal of operational research 223 (1), 188-202, 2012 | 7 | 2012 |
| Supercointegrated I Figuerola-Ferretti, P Serrano, T Tang, A Vaello-Sebastià Available at SSRN 3005358, 2017 | 6 | 2017 |
| The impact of heterogeneous unconventional monetary policies on the expectations of market crashes I Alonso Alvarez, P Serrano, A Vaello-Sebastià Banco de Espana Working Paper, 2021 | 2 | 2021 |
| The impact of heterogeneous unconventional monetary policies on market uncertainty I Alonso Alvarez, P Serrano, A Vaello-Sebastià Available at SSRN 3576394, 2020 | 1 | 2020 |
| Market Valuation of Employee Stock Options: The Spanish Case R Íñiguez Sánchez, A Vaello-Sebastià, PJ Vázquez Veira Fundación Internacional de Formación Financiera, 2010 | 1 | 2010 |
| International evidence of the forecasting ability of option‐implied distributions P Serrano, A Vaello‐Sebastià, M Magdalena Vich Llompart Journal of Forecasting, 2024 | | 2024 |
| The global spillovers of unconventional monetary policies on tail risks I Alonso, P Serrano, A Vaello-Sebastià Finance Research Letters 59, 104820, 2024 | | 2024 |
| The international linkages of market risk perception P Serrano, A Vaello-Sebastià, MM Vich-Llompart Journal of Multinational Financial Management, 100826, 2023 | | 2023 |
| The international integration of the term structure of expected market risk premia G Rubio, P Serrano, A Vaello-Sebastià Finance Research Letters 58, 104678, 2023 | | 2023 |
| The International Linkages of Market Risk Perception A Vaello-Sebastià, P Serrano, MM Vich-Llompart Available at SSRN 4506768, 2023 | | 2023 |
| Can we really discard forecasting ability of option implied Risk Neutral Distributions? A Vaello-Sebastia, MM Vich-Llompart | | 2018 |
| Direcció Financera (21217) A Vaello Sebastià, M Massot Perelló | | 2018 |
| Can We Really Discard the Forecasting Ability of Risk-Neutral Distributions? A Vaello-Sebastià, MM Vich-Llompart Available at SSRN 3072217, 2017 | | 2017 |
| Executive Stock Options and Time Diversification J Carmona, Á León, A Vaello-Sebastià QM&ET Working Papers, 2012 | | 2012 |
| Mqite Working paper series J Carmona, Á León, A Vaello-Sebastià | | 2012 |
| Does stock return predictability affect ESO fair value? J Carmona Martínez, ÁM León Valle, A Vaello-Sebastià Elsevier, 2012 | | 2012 |
| Heterogeneous agent models (HAMs) in finance and economics are often characterised by high dimensional nonlinear stochastic differential or difference systems. Because of the … J Carmona, A León, A Vaello-Sebastià Journal of Economic Dynamics and Control 35 (1), 148-162, 2011 | | 2011 |
Angel Leon ValleUniversidad de AlicanteVerified email at ua.es
