José Manuel Corcuera

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Person:654401

Available identifiers

zbMath Open corcuera.jose-manuelMaRDI QIDQ654401

List of research outcomes

PublicationDate of PublicationType
Kyle equilibrium under random price pressure2019-10-23Paper
KYLE–BACK’S MODEL WITH A RANDOM HORIZON2018-04-11Paper
On the Optimal Investment2017-07-31Paper
CoCos under short-term uncertainty2017-04-11Paper
CoCos with Extension Risk. A Structural Approach2017-01-16Paper
Pricing CoCos with a Market Trigger2016-04-22Paper
Asymptotics of weighted random sums2015-12-16Paper
Ambit Processes, Their Volatility Determination and Their Applications2015-09-16Paper
A continuous auction model with insiders and random time of information release2014-11-11Paper
Asymptotic theory for Brownian semi-stationary processes with application to turbulence2014-04-28Paper
Erratum2014-02-19Paper
A Short Rate Model Using Ambit Processes2013-07-30Paper
Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes2013-07-08Paper
New central limit theorems for functionals of Gaussian processes and their applications2013-01-11Paper
Completeness and Hedging in a Lévy Bond Market2012-09-07Paper
Statistical Inference and Malliavin Calculus2012-08-24Paper
Enlargements of filtrations and applications2012-01-27Paper
Multipower variation for Brownian semistationary processes2011-12-28Paper
Dynamic complex hedging in additive markets2011-04-29Paper
Implied Lévy volatility2010-02-05Paper
Convergence of certain functionals of integral fractional processes2010-01-04Paper
Power variation for Gaussian processes with stationary increments2009-06-04Paper
Bipower Variation for Gaussian Processes with Stationary Increments2009-04-14Paper
Approximate predictive pivots for autoregressive processes2008-11-14Paper
https://portal.mardi4nfdi.de/entity/Q54366002008-01-17Paper
A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes2007-02-15Paper
Multivariate prediction2006-11-06Paper
Power variation of some integral fractional processes2006-11-06Paper
Optimal investment in a Lévy market2006-06-28Paper
Additional utility of insiders with imperfect dynamical information2005-05-20Paper
Completion of a Lévy market by power-jump assets2005-05-20Paper
A Generalized Bayes Rule for Prediction2000-03-01Paper
Riemannian barycentres and geodesic convexity2000-02-01Paper
A characterization of monotone and regular divergences1999-10-17Paper
On the relationship between \(\alpha\) connections and the asymptotic properties of predictive distributions1999-07-04Paper

Research outcomes over time


Doctoral students

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