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Issue DateTitleAuthor(s)
1-Apr-2000Black-Scholes option pricing within Itô and Stratonovich conventionsPerelló, Josep, 1974-; Porrà i Rovira, Josep Maria; Montero Torralbo, Miquel; Masoliver, Jaume, 1951-
2003Malliavin Calculus applied to financeMontero Torralbo, Miquel; Kohatsu-Higa, Arturo
2001Integrated random processes exhibiting long tails, finite moments, and power-law spectraMasoliver, Jaume, 1951-; Montero Torralbo, Miquel; McKane, A. J.
2008Renewal equations for option pricingMontero Torralbo, Miquel