Josep Perelló

Available identifiers

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
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
Higher-order phase transitions on financial markets	2011-01-04	Paper
The impact of heterogeneous trading rules on the limit order book and order flows	2009-08-07	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

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