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Julio Carmona

Personal Details

First Name:Julio
Middle Name:
Last Name:Carmona
Suffix:
RePEc Short-ID:pca786
[This author has chosen not to make the email address public]

Affiliation

Departamento de Métodos Cuantitativos y Teoría Económica
Facultad de Ciencias Económicas y Empresariales
Universidad de Alicante

Alicante, Spain
http://web.ua.es/es/dmcte/

: +34 965 90 36 70
+34 965 90 97 89
+34 965 90 36 70
RePEc:edi:dmalies (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011. "Does Stock Return Predictability Affect ESO Fair Value?," QM&ET Working Papers 11-2, University of Alicante, D. Quantitative Methods and Economic Theory, revised 16 Jan 2012.
  2. Ángel León Valle & Antonio Vaello & Julio Carmona, 2009. "Pricing executive stock options under employment shocks," Working Papers. Serie AD 2009-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  3. Ángel León & Julio Carmona, 2007. "Investment Option Under Cir Interest Rates," Working Papers. Serie AD 2007-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

Articles

  1. Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011. "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
  2. Carmona, Julio & Leon, Angel, 2007. "Investment option under CIR interest rates," Finance Research Letters, Elsevier, vol. 4(4), pages 242-253, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Ángel León Valle & Antonio Vaello & Julio Carmona, 2009. "Pricing executive stock options under employment shocks," Working Papers. Serie AD 2009-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

    Cited by:

    1. Eikseth, Hans Marius & Lindset, Snorre, 2011. "Backdating executive stock options--An ex ante valuation," Journal of Economic Dynamics and Control, Elsevier, vol. 35(10), pages 1731-1743, October.
    2. Sonia Oreffice & Climent Quintana, 2009. "Anthropometry and Socioeconomics in the Couple: Evidence from the PSID," Working Papers 2009-22, FEDEA.
    3. Colwell, David B. & Feldman, David & Hu, Wei, 2015. "Non-transferable non-hedgeable executive stock option pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 161-191.

  2. Ángel León & Julio Carmona, 2007. "Investment Option Under Cir Interest Rates," Working Papers. Serie AD 2007-24, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).

    Cited by:

    1. Tim Leung & Xin Li & Zheng Wang, 2014. "Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs," Papers 1411.6080, arXiv.org.
    2. Ewald, Christian-Oliver & Wang, Wen-Kai, 2010. "Irreversible investment with Cox-Ingersoll-Ross type mean reversion," Mathematical Social Sciences, Elsevier, vol. 59(3), pages 314-318, May.
    3. Nowak, Piotr & Romaniuk, Maciej, 2013. "Pricing and simulations of catastrophe bonds," Insurance: Mathematics and Economics, Elsevier, vol. 52(1), pages 18-28.

Articles

  1. Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011. "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
    See citations under working paper version above.
  2. Carmona, Julio & Leon, Angel, 2007. "Investment option under CIR interest rates," Finance Research Letters, Elsevier, vol. 4(4), pages 242-253, December.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BEC: Business Economics (1) 2010-07-03

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