Browsing by Author Montero Torralbo, Miquel

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Issue DateTitleAuthor(s)
2000A dynamical model describing stock market price distributionsMasoliver, Jaume, 1951-; Montero Torralbo, Miquel; Porrà i Rovira, Josep Maria
1998All-sky search algorithms for monochromatic signals in bar gravitational wave detector dataLobo Gutiérrez, José Alberto, 1953-; Montero Torralbo, Miquel
1-Apr-2000Black-Scholes option pricing within Itô and Stratonovich conventionsPerelló, Josep, 1974-; Porrà i Rovira, Josep Maria; Montero Torralbo, Miquel; Masoliver, Jaume, 1951-
15-Jun-2016Classical-like behavior in quantum walks with inhomogeneous, time-dependent coin operatorsMontero Torralbo, Miquel
2003Continuous-time random-walk model for financial distributionsMasoliver, Jaume, 1951-; Montero Torralbo, Miquel; Weiss, George H. (George Herbert), 1930-
26-Sep-2016Directed random walk with random restarts: The Sisyphus random walkMontero Torralbo, Miquel; Villarroel, Javier
2010Exit times in non-Markovian drifting continuous-time random-walk processesMontero Torralbo, Miquel; Villarroel, Javier
2005Extreme times in financial markets.Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; Perelló, Josep, 1974-
2001Integrated random processes exhibiting long tails, finite moments, and power-law spectraMasoliver, Jaume, 1951-; Montero Torralbo, Miquel; McKane, A. J.
2003Malliavin Calculus applied to financeMontero Torralbo, Miquel; Kohatsu-Higa, Arturo
16-Jan-2013Monotonic continuous-time random walks with drift and stochastic reset eventsMontero Torralbo, Miquel; Villarroel, Javier
2007Non independent continuous-time random walksMontero Torralbo, Miquel; Masoliver, Jaume, 1951-
2011Parrondo-like behavior in continuous-time random walks with memoryMontero Torralbo, Miquel
16-Jun-2017Quantum and random walks as universal generators of probability distributionsMontero Torralbo, Miquel
Jan-2019The quantum Monty Hall problemVentura Olivella, Marc
Jun-2018Random-walk model for valuing path-dependent financial instrumentsMartínez Fernàndez, Josep
2008Renewal equations for option pricingMontero Torralbo, Miquel
2005Scaling and data collapse for the mean exit time of asset pricesMontero Torralbo, Miquel; Perelló, Josep, 1974-; Masoliver, Jaume, 1951-; Lillo, Fabrizio; Miccichè, Salvatore; Mantegna, Rosario N.
27-Mar-1998Search for monochromatic gravitational-wave signals in data of the cryogenic detector "Explorer"Montero Torralbo, Miquel
2015Sistemes socioeconòmics i financersDuch i Gavaldà, Jordi; Gutiérrez-Roig, Mario; Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; Perelló, Josep, 1974-; Serrano Moral, Ma. Ángeles (María Ángeles)