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Results 21-30 of 44 (Search time: 0.033 seconds).
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Issue DateTitleAuthor(s)
12-Jun-2022Processos de renovacióCano i Cànovas, Marc
13-Jun-2023Introducció a les equacions en derivades parcials estocàstiquesBurés Mogollón, Òscar
13-Jun-2023Els models de Merton i KouPicas i Gil, Pau
20-Jun-2021Pairing of zeros and critical points for random polynomialsde la Calle Vicente, Guillem
Feb-2020Dyson type formula for pure jump Lévy processes with some applications to financeJin, Sixian; Schellhorn, Henry; Vives i Santa Eulàlia, Josep, 1963-
5-Jan-2022Approximate pricing formula to capture leverage effect and stochastic volatility of a financial assetEl-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo S.; Vives i Santa Eulàlia, Josep, 1963-
14-Aug-2021Topological features of multivariate distributions: Dependency on the covariance matrixAromi, Lloyd L.; Katz, Yuri A.; Vives i Santa Eulàlia, Josep, 1963-
14-Apr-2021Decomposition formula for rough Volterra stochastic volatility modelsMerino, Raúl; Pospí il, Jan; Sobotka, Tomá ; Sottinen, Tommi; Vives i Santa Eulàlia, Josep, 1963-
12-Jun-2023Spatial point processes: from the mathematical basis to its applicationsGarcía Fernández, Arnau
13-Jun-2023Cadena de Markov y el problema de la ruina del jugadorJi, Pablo

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