1. Dipòsit Digital de la Universitat de Barcelona

Search


Current filters:

Start a new search
Add filters:

Use filters to refine the search results.

 | 
Results 1-10 of 11 (Search time: 0.066 seconds).
Item hits:
Issue DateTitleAuthor(s)
2001Integrated random processes exhibiting long tails, finite moments, and power-law spectraMasoliver, Jaume, 1951-; Montero Torralbo, Miquel; McKane, A. J.
16-Jan-2013Monotonic continuous-time random walks with drift and stochastic reset eventsMontero Torralbo, Miquel; Villarroel, Javier
2010Exit times in non-Markovian drifting continuous-time random-walk processesMontero Torralbo, Miquel; Villarroel, Javier
2008Renewal equations for option pricingMontero Torralbo, Miquel
2011Parrondo-like behavior in continuous-time random walks with memoryMontero Torralbo, Miquel
2003Malliavin Calculus applied to financeMontero Torralbo, Miquel; Kohatsu-Higa, Arturo
1-Apr-2000Black-Scholes option pricing within Itô and Stratonovich conventionsPerelló, Josep, 1974-; Porrà i Rovira, Josep Maria; Montero Torralbo, Miquel; Masoliver, Jaume, 1951-
16-Jun-2017Quantum and random walks as universal generators of probability distributionsMontero Torralbo, Miquel
26-Sep-2016Directed random walk with random restarts: The Sisyphus random walkMontero Torralbo, Miquel; Villarroel, Javier
8-Jun-2021Random walks with invariant loop probabilities: Stereographic random walksMontero Torralbo, Miquel

Discover