Showing results 11 to 30 of 37
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Issue Date | Title | Author(s) |
2010 | Exit times in non-Markovian drifting continuous-time random-walk processes | Montero Torralbo, Miquel; Villarroel, Javier |
2005 | Extreme times in financial markets. | Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; Perelló, Josep, 1974- |
2001 | Integrated random processes exhibiting long tails, finite moments, and power-law spectra | Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; McKane, A. J. |
Jun-2020 | Introduction to Quantum Game Theory: The relevance of betting | Karimi González, Armak |
Aug-2016 | Invariance in Quantum Walks | Montero Torralbo, Miquel |
6-Jul-2021 | Jump-diffusion models for valuing the future: Discounting under extreme situations | Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; Perelló, Josep, 1974- |
1993 | La primera formulació de la mecànica estadística de l'equilibri | Montero Torralbo, Miquel; Solé Ollé, Albert |
2003 | Malliavin Calculus applied to finance | Montero Torralbo, Miquel; Kohatsu-Higa, Arturo |
16-Jan-2013 | Monotonic continuous-time random walks with drift and stochastic reset events | Montero Torralbo, Miquel; Villarroel, Javier |
2007 | Non independent continuous-time random walks | Montero Torralbo, Miquel; Masoliver, Jaume, 1951- |
2011 | Parrondo-like behavior in continuous-time random walks with memory | Montero Torralbo, Miquel |
Jan-2020 | Physical Models in Social Contexts: Wealth redistribution mechanisms | Ribas Peeters, Johanna |
Jul-2022 | Pricing methods for barrier options | Guarch Termens, Marc Enric |
16-Jun-2017 | Quantum and random walks as universal generators of probability distributions | Montero Torralbo, Miquel |
Jan-2023 | Quantum Duels | Prieto de la Cruz, Ángel |
Jan-2019 | The quantum Monty Hall problem | Ventura Olivella, Marc |
8-Jun-2021 | Random walks with invariant loop probabilities: Stereographic random walks | Montero Torralbo, Miquel |
Jun-2018 | Random-walk model for valuing path-dependent financial instruments | Martínez Fernàndez, Josep |
2008 | Renewal equations for option pricing | Montero Torralbo, Miquel |
2005 | Scaling and data collapse for the mean exit time of asset prices | Montero Torralbo, Miquel; Perelló, Josep, 1974-; Masoliver, Jaume, 1951-; Lillo, Fabrizio; Miccichè, Salvatore; Mantegna, Rosario N. |