1. Dipòsit Digital de la Universitat de Barcelona

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Issue DateTitleAuthor(s)
May-2018A dimension reduction Shannon-wavelet based method for option pricingDang, Duy-Minh; Ortiz Gracia, Luis
26-Feb-2016Stochastic modelling of the eradication of the HIV-1 infection by stimulation of latently infected cells in patients under highly active anti-retroviral therapySánchez Taltavull, Daniel; Vieiro Yanes, Arturo; Alarcón Cor, Tomás
20-Feb-2021Time-consistent investment and consumption strategies under a general discount functionAlia, Ishak; Chighoub, Farid; Khelfallah, Nabil; 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-
Dec-2019Coinfection in a stochastic model for bacteriophage systemsBardina i Simorra, Xavier; Cuadrado Gavilán, Sílvia; Rovira Escofet, Carles
20-Jun-2019Selección de cartera óptima como aplicación de las condiciones Karush-Kuhn-TukerYu, Yihao

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