Miquel Montero

Available identifiers

zbMath Open montero.miquelWikidataQ80592634 ScholiaQ80592634MaRDI QIDQ603439

List of research outcomes

Publication	Date of Publication	Type
Merge of two oppositely biased Wiener processes	2023-03-31	Paper
Valuing the distant future under stochastic resettings: the effect on discounting	2023-02-20	Paper
Random walk with hyperbolic probabilities	2021-03-23	Paper
Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation	2020-11-19	Paper
Perpetual American vanilla option pricing under single regime change risk: an exhaustive study	2020-08-11	Paper
Continuous-time ballistic process with random resets	2020-08-11	Paper
Volatility and dividend risk in perpetual American options	2019-10-22	Paper
Escape probabilities of compound renewal processes with drift	2019-07-27	Paper
Breaking Waves and Spectral Analysis of the Two‐Dimensional KdV–Bogoyavlenskii Equation	2018-04-11	Paper
Continuous-time random walks with reset events: Historical background and new perspectives	2017-06-15	Paper
Quantum and random walks as universal generators of probability distributions	2016-09-21	Paper
Sisyphus random walk	2016-03-30	Paper
Classical-like behavior in quantum walks with inhomogeneous, time-dependent coin operators	2015-05-29	Paper
Quantum walk with a general coin: exact solution and asymptotic properties	2015-04-13	Paper
Unidirectional quantum walks: evolution and exit times	2013-06-07	Paper
Monotonous continuous-time random walks with drift and stochastic reset events	2012-06-20	Paper
On the Integrability of the Poisson Driven Stochastic Nonlinear Schrödinger Equations	2012-06-18	Paper
Parrondo-like behavior in continuous-time random walks with memory	2011-07-12	Paper
On properties of continuous-time random walks with non-Poissonian jump-times	2010-11-07	Paper
Mean exit time and survival probability within the CTRW formalism	2010-06-25	Paper
On the effect of random inhomogeneities in Kerr-media modelled by non-linear Schrodinger equation	2010-03-23	Paper
Exit times in non-Markovian drifting continuous-time random walk processes	2010-02-02	Paper
https://portal.mardi4nfdi.de/entity/Q3374063	2006-03-09	Paper
Malliavin calculus applied to finance	2003-02-19	Paper
Local Vega Index and Variance Reduction Methods	2003-01-01	Paper
Return or stock price differences	2002-11-26	Paper
https://portal.mardi4nfdi.de/entity/Q4548765	2002-08-26	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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