The following pages link to Jorge A. Leon (Q592478):
Displayed 23 items.
- (Q4641976) (← links)
- (Q4641979) (← links)
- (Q4811460) (← links)
- (Q4884164) (← links)
- On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
- Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3 (Q4965633) (← links)
- On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation (Q5001108) (← links)
- The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
- On the Curvature of the Smile in Stochastic Volatility Models (Q5280242) (← links)
- (Q5442670) (← links)
- Clark-Ocone Formula for Fractional Brownian Motion with Hurst Parameter Less Than 1/2 (Q5488653) (← links)
- (Q5688686) (← links)
- (Q5688843) (← links)
- (Q5688844) (← links)
- On equivalence of solution to stochastic differential equation with antipating evolution system (Q5748689) (← links)
- Representation of solutions to sticky stochastic differential equations (Q5887748) (← links)
- Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\) (Q5950098) (← links)
- Forward integration of bounded variation coefficients with respect to Hölder continuous processes (Q6103218) (← links)
- A strong uniform approximation of sub-fractional Brownian motion (Q6230889) (← links)
- An Osgood's criterion for a semilinear stochastic differential equation (Q6248657) (← links)
- Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates (Q6437003) (← links)
- Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law (Q6443646) (← links)
- HJB equation for maximization of wealth under insider trading (Q6446746) (← links)