The following pages link to Jaume Masoliver (Q1330345):
Displaying 23 items.
- (Q188083) (redirect page) (← links)
- Higher-order phase transitions on financial markets (Q614550) (← links)
- Mean exit time and survival probability within the CTRW formalism (Q978813) (← links)
- On the maximum displacement of a one-dimensional diffusion process described by the telegrapher's equation (Q1330346) (← links)
- Option pricing and perfect hedging on correlated stocks (Q1414496) (← links)
- The effect of non-ideal market conditions on option pricing (Q1598567) (← links)
- Return or stock price differences (Q1847473) (← links)
- Fat tails and colored noise in financial derivatives (Q1850392) (← links)
- Some first passage time problems for shot noise processes. (Q1963629) (← links)
- On the asymmetry of a random walk in the presence of a field. (Q1963742) (← links)
- Integrability and chaos: the classical uncertainty (Q3008671) (← links)
- A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE AND OTHER STYLIZED FACTS (Q3022062) (← links)
- Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model (Q3437399) (← links)
- From classical to quantum mechanics through optics (Q3551063) (← links)
- Random Processes (Q4575206) (← links)
- Multiple time scales in volatility and leverage correlations: a stochastic volatility model (Q4650903) (← links)
- Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation (Q5135117) (← links)
- Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625) (← links)
- Valuing the distant future under stochastic resettings: the effect on discounting (Q5878317) (← links)
- Statistics of dwell times in a reaction with randomly fluctuating rates (Q5936859) (← links)
- Scaling properties and universality of first-passage time probabilities in financial markets (Q6226421) (← links)
- First-passage and escape problems in the Feller process (Q6235642) (← links)
- Properties of resonant activation phenomena (Q6502550) (← links)
