Josep Perelló and Jaume Masoliver - Free people check

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Practical Fruits of Econophysics: Proceedings of The Third Nikkei ...books.google.co.uk › books

books.google.co.uk

The CTRWs in finance: the mean exit time Jaume Masoliver, Miquel Montero, and Josep Perelló Departament de Física Fonamental, Universitat de Barcelona, ...

[ v1] Option pricing under stochastic volatility: the...

arxiv.org

Authors: Josep Perello, Ronnie Sircar, Jaume Masoliver. (Submitted on 16 Apr (this version), latest version 13 May (v2)). Abstract: We study the ...

The Ctrw in Finance: Direct and Inverse Problems by Jaume Masoliver,...

papers.ssrn.com

Jaume Masoliver University of Barcelona - Department of Physics Miquel Montero University of Barcelona - Department de Física Fonamental Josep Perelló

Phys. Rev. E 86, (2012) - First-passage and escape problems in...

journals.aps.org

First-passage and escape problems in the Feller process. Phys. Rev. E 86, – Published 10 October Jaume Masoliver and Josep Perelló.

[ ] The escape problem under stochastic volatility: the...

arxiv.org

Authors: Jaume Masoliver, Josep Perello. (Submitted on 7 Jul 2008). Abstract: We solve the escape problem for the Heston random diffusion ...

EconPapers: Option pricing under stochastic volatility: the...

econpapers.repec.org

By Josep Perelló, Ronnie Sircar and Jaume Masoliver; Abstract: We study the pricing problem for a European call option when the volatility of the underlying asset is

All web results to the name "Josep Perelló"

Discounting the Distant Future - INET Oxfordwww.inet.ox.ac.uk › publications › discounting-the-distant-future

www.inet.ox.ac.uk

1 Jul · Authors. J. Doyne Farmer · John Geanakoplos · Jaume Masoliver · Miquel Montero · Josep Perelló. Research Programmes. Complexity Economics ...

Escape problem under stochastic volatility: The Heston modellink.aps.org › doi › PhysRevE

journals.aps.org

7 Nov · Escape problem under stochastic volatility: The Heston model. Jaume Masoliver and Josep Perelló. Phys. Rev. E 78, – Published

Physical Review E - Volume 78 Issue 3

journals.aps.org

Josep Perelló, Jaume Masoliver, Andrzej Kasprzak, and Ryszard Kutner. Published 8 September (11 pages) [View PDF (363 kB

Bibliografia UW

bibliografia.icm.edu.pl

Andrzej Kasprzak, Ryszard Kutner, Josep Perello, Jaume Masoliver: How to make the TM-model work w: Conference Abstracs of: 2nd INCF Congress of Neuroinformatics,

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Josep Perelló and Jaume Masoliver Free People Check