J. Masoliver

Available identifiers

zbMath Open masoliver.jaumeWikidataQ57008683 ScholiaQ57008683MaRDI QIDQ1330345

List of research outcomes

Publication	Date of Publication	Type
Valuing the distant future under stochastic resettings: the effect on discounting	2023-02-20	Paper
Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model	2021-03-11	Paper
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation	2020-11-19	Paper
Random Processes	2018-07-13	Paper
First-passage and escape problems in the Feller process	2012-09-13	Paper
Scaling properties and universality of first-passage time probabilities in financial markets	2011-07-06	Paper
Integrability and chaos: the classical uncertainty	2011-06-22	Paper
Higher-order phase transitions on financial markets	2011-01-04	Paper
Mean exit time and survival probability within the CTRW formalism	2010-06-25	Paper
From classical to quantum mechanics through optics	2010-04-08	Paper
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model	2007-05-09	Paper
A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS	2005-06-22	Paper
Multiple time scales in volatility and leverage correlations: a stochastic volatility model	2005-02-18	Paper
Option pricing and perfect hedging on correlated stocks	2003-11-23	Paper
Fat tails and colored noise in financial derivatives	2002-12-03	Paper
Return or stock price differences	2002-11-26	Paper
The effect of non-ideal market conditions on option pricing	2002-05-23	Paper
Statistics of dwell times in a reaction with randomly fluctuating rates	2001-07-09	Paper
Some first passage time problems for shot noise processes.	2000-02-02	Paper
On the asymmetry of a random walk in the presence of a field.	2000-02-02	Paper
On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation	1994-07-18	Paper
Properties of resonant activation phenomena	N/A	Paper

Research outcomes over time

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