Jaume Masoliver

From MaRDI portal
Person:1330345

Available identifiers

zbMath Open masoliver.jaumeWikidataQ57008683 ScholiaQ57008683MaRDI QIDQ1330345

List of research outcomes

PublicationDate of PublicationType
Valuing the distant future under stochastic resettings: the effect on discounting2023-02-20Paper
Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model2021-03-11Paper
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation2020-11-19Paper
Random Processes2018-07-13Paper
First-passage and escape problems in the Feller process2012-09-13Paper
Scaling properties and universality of first-passage time probabilities in financial markets2011-07-06Paper
Integrability and chaos: the classical uncertainty2011-06-22Paper
Higher-order phase transitions on financial markets2011-01-04Paper
Mean exit time and survival probability within the CTRW formalism2010-06-25Paper
From classical to quantum mechanics through optics2010-04-08Paper
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model2007-05-09Paper
A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS2005-06-22Paper
Multiple time scales in volatility and leverage correlations: a stochastic volatility model2005-02-18Paper
Option pricing and perfect hedging on correlated stocks2003-11-23Paper
Fat tails and colored noise in financial derivatives2002-12-03Paper
Return or stock price differences2002-11-26Paper
The effect of non-ideal market conditions on option pricing2002-05-23Paper
Statistics of dwell times in a reaction with randomly fluctuating rates2001-07-09Paper
Some first passage time problems for shot noise processes.2000-02-02Paper
On the asymmetry of a random walk in the presence of a field.2000-02-02Paper
On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation1994-07-18Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Jaume Masoliver