Search
Add filters:
Use filters to refine the search results.
Results 1-6 of 6 (Search time: 0.012 seconds).
- previous
- 1
- next
Item hits:
| Issue Date | Title | Author(s) |
|---|---|---|
| 5-Oct-2012 | Anticipating linear stochastic differential equations driven by a Lévy process | León, J. A. (León Vázquez, Jorge A.); Márquez, David (Márquez Carreras); Vives i Santa Eulàlia, Josep, 1963- |
| Jan-2017 | Anticipative integrals with respect to a filtered Lévy process and Lévy-Itô decomposition | Savy, Nicolas; Vives i Santa Eulàlia, Josep, 1963- |
| Feb-2020 | Dyson type formula for pure jump Lévy processes with some applications to finance | Jin, Sixian; Schellhorn, Henry; Vives i Santa Eulàlia, Josep, 1963- |
| 5-Jan-2022 | Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset | El-Khatib, Youssef; Goutte, Stephane; Makumbe, Zororo S.; Vives i Santa Eulàlia, Josep, 1963- |
| 14-Aug-2021 | Topological features of multivariate distributions: Dependency on the covariance matrix | Aromi, Lloyd L.; Katz, Yuri A.; Vives i Santa Eulàlia, Josep, 1963- |
| 14-Apr-2021 | Decomposition formula for rough Volterra stochastic volatility models | Merino, Raúl; Pospí il, Jan; Sobotka, Tomá ; Sottinen, Tommi; Vives i Santa Eulàlia, Josep, 1963- |
Discover
Subject