Leonel Ramón Pérez-Hernández
(Leonel Ramon Perez-Hernandez)

Personal Details

First Name:	Leonel
Middle Name:
Last Name:	Perez-Hernandez
Suffix:
RePEc Short-ID:	ppr156

Affiliation

Departamento de Economía y Finanzas
Universidad de Guanajuato

Guanajuato, Mexico
http://economia.ugto.org/
RePEc:edi:eeugtmx (more details at EDIRC)

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

Sorry, no citations of working papers recorded.

Articles

1. Leonel Perez-hernandez, 2007. "On the existence of an efficient hedge for an American contingent claim within a discrete time market," Quantitative Finance, Taylor & Francis Journals, vol. 7(5), pages 547-551.

   Cited by:

   1. Peter Lindberg, 2012. "Optimal partial hedging of an American option: shifting the focus to the expiration date," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 75(3), pages 221-243, June.
   2. Sabrina Mulinacci, 2011. "The efficient hedging problem for American options," Finance and Stochastics, Springer, vol. 15(2), pages 365-397, June.
   3. Mustafa Ç. Pinar, 2010. "Buyer's quantile hedge portfolios in discrete-time trading," Quantitative Finance, Taylor & Francis Journals, vol. 13(5), pages 729-738, October.
   4. Erdnç Akyildirim & Albert Altarovici, 2016. "Partial hedging and cash requirements in discrete time," Quantitative Finance, Taylor & Francis Journals, vol. 16(6), pages 929-945, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper 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-FIN: Finance (1) 2005-10-29
2. NEP-RMG: Risk Management (1) 2005-10-29

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Leonel Perez-Hernandez
(Leonel Ramon Perez-Hernandez) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.