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Issue Date | Title | Author(s) |
11-Jul-2016 | American options | Quiles Petidier, Juan Raúl |
13-Jun-2022 | An EEG based ‐ stochastic dynamical systems model of brain dynamics | Osa Bañales, David de la |
3-Nov-2023 | Approximate option pricing under a two factor Heston-Kou stochastic volatility model | El-Khatib, Youssef; Makumbe, Zororo Stanelake; Vives i Santa Eulàlia, Josep, 1963- |
2000 | Approximation and support theorem for a wave equation in two space dimensions | Millet, Annie; Sanz-Solé, Marta |
24-Jan-2021 | Càclul de les Gregues pel model Black-Scholes utilitzant el càlcul de Malliavin | Puigtió Bernaus, Irene |
24-Jan-1994 | Càlcul de variacions estocàstic en els espais de Wiener i de Poisson: aplicació a la regularitat del suprem i del temps local | Vives i Santa Eulàlia, Josep, 1963- |
2000 | Chaotic Kabanov formula for the Azéma martingales | Privault, Nicolas; Solé, Josep Lluís; Vives i Santa Eulàlia, Josep, 1963- |
2014 | Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in\left(\frac{1}{3}, \frac{1}{2}\right)$ | Besalú, Mireia; Márquez, David (Márquez Carreras); Rovira Escofet, Carles |
26-Feb-2024 | Detecting multiple level shifts in bounded time series | Carrión i Silvestre, Josep Lluís; Gadea Rivas, María Dolores |
2002 | Differential equations driven by fractional Brownian motion | Nualart, David, 1951-; Rascanu, Aurel |
13-Jun-2023 | Dynamical analysis of mushroom bifurcations: deterministic and stochastic approaches | Fucho Rius, Mariona |
24-Jan-2021 | From the classical to the stochastic heat equation | Petchamé Guerrero, Jordi |
2023 | Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series | Carrión i Silvestre, Josep Lluís; Sansó Rosselló, Andreu |
1-Jul-2016 | Generalized fractional kinetic equations: another point of view | Márquez, David (Márquez Carreras) |
13-Jun-2023 | Introducció a les equacions en derivades parcials estocàstiques | Burés Mogollón, Òscar |
13-Jun-2023 | Introducción a la volatilidad estocástica: El modelo de Heston | Sánchez González, Carla |
14-Sep-2007 | Iterated logarithm law for anticipating stochastic differential equations | Márquez, David (Márquez Carreras); Rovira Escofet, Carles |
19-Jan-2019 | Jocs de camp mitjà | Borrós Cullell, Pau |
2003 | Large deviation principle for a stochastic heat equation with spatially correlated noise | Márquez, David (Márquez Carreras); Sarrà, Mònica |
28-Jun-2020 | Large deviations | Zamora Font, Oriol |