2

First-passage and escape problems in the Feller process

Year:
2012
Language:
english
File:
PDF, 262 KB
english, 2012
3

Volatility: A hidden Markov process in financial time series

Year:
2007
Language:
english
File:
PDF, 507 KB
english, 2007
10

Extreme times for volatility processes

Year:
2007
Language:
english
File:
PDF, 336 KB
english, 2007
11

Escape problem under stochastic volatility: The Heston model

Year:
2008
Language:
english
File:
PDF, 1.72 MB
english, 2008
12

First-passage and risk evaluation under stochastic volatility

Year:
2009
Language:
english
File:
PDF, 335 KB
english, 2009
23

Downside Risk analysis applied to the Hedge Funds universe

Year:
2007
Language:
english
File:
PDF, 721 KB
english, 2007
25

Fat tails and colored noise in financial derivatives

Year:
2002
Language:
english
File:
PDF, 143 KB
english, 2002
26

Return or stock price differences

Year:
2002
Language:
english
File:
PDF, 197 KB
english, 2002
33

Introduction: Physics of Aesthetics: A Meeting of Science, Art and Thought in Barcelona

Year:
2008
Language:
english
File:
PDF, 1.85 MB
english, 2008
35

Is eosinopenia a reliable marker of sepsis?

Year:
2009
Language:
english
File:
PDF, 39 KB
english, 2009
41

Random diffusion and leverage effect in financial markets

Year:
2003
Language:
english
File:
PDF, 65 KB
english, 2003
43

Extreme times in financial markets

Year:
2005
Language:
english
File:
PDF, 119 KB
english, 2005