Random processes : first-passage and escape

von Masoliver, Jaume
Veröffentlicht 2018

The value of the distant future : the process of discount in random environments = El valor del futuro distante

von Masoliver, Jaume
Veröffentlicht in Estudios de economía aplicada (2019)

A correlated stochastic volatility model measuring leverage and other stylized facts

von Masoliver, Jaume
Veröffentlicht in International journal of theoretical and applied finance (2002)

Multiple time scales in volatility and leverage correlations : a stochastic volatility model

von Perelló, Josep
Veröffentlicht in Applied mathematical finance (2004)

The continuous time random walk formalism in financial markets

Veröffentlicht in Journal of economic behavior & organization (2006)