Arturo Valdivia

MaRDI QIDQ1720872zbMATH OpenWikidataFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes Electronic Communications in Probability	2019-05-16	Paper
Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes Electronic Communications in Probability	2019-05-16	Paper
LS-II: an improved locust search algorithm for solving optimization problems Mathematical Problems in Engineering	2019-02-08	Paper
Information loss on Gaussian Volterra process Electronic Communications in Probability	2017-10-25	Paper
CoCos under short-term uncertainty Stochastics	2017-04-11	Paper
CoCos with extension risk. A structural approach The Fascination of Probability, Statistics and their Applications	2017-01-16	Paper
Pricing CoCos with a market trigger Stochastics of Environmental and Financial Economics	2016-04-22	Paper
Ambit processes, their volatility determination and their applications Modern Stochastics and Applications	2015-09-16	Paper
Financial mathematics in times of crisis	2015-05-21	Paper

Research outcomes over time

This page was built for person: Arturo Valdivia