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Montero, Miquel's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
934 |
Total
Citations
1 |
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1.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental
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233
(63,763)
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stochastic volatility models, partial derivative equations, option pricing, completeness, Monte Carlo methods
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2.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental
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119
(118,648)
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3.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental
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97
(137,876)
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Models of financial markets, Interacting agent models, Stochastic processes
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4.
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Masoliver, Jaume
University of Barcelona - Department of Physics Montero, Miquel
University of Barcelona - Department de Física Fonamental Perelló, Josep
University of Barcelona - Department of Physics Weiss, George H.
Government of the United States of America - Center for Information Technology
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97
(137,876)
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random walks, financial markets, volatility, trading activity
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5.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Perelló, Josep
University of Barcelona - Department of Physics Masoliver, Jaume
University of Barcelona - Department of Physics Lillo, Fabrizio
University of Palermo Miccichè, Salvatore
University of Palermo - Department of Physics Mantegna, Rosario N.
Central European University
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88
(147,119)
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Continuous time random walk, mean exit time, Markov process
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6.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental
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20 Nov 07
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Last Revised:
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09 Jul 08
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71
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7.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Masoliver, Jaume
University of Barcelona - Department of Physics
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66
(174,594)
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Continuous Time Random Walks, Markov Processes, Mean Exit Time, Risk Measures, Survival Probability
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8.
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Palatella, Luigi
Universita di Pisa Perelló, Josep
University of Barcelona - Department of Physics Montero, Miquel
University of Barcelona - Department de Física Fonamental Masoliver, Jaume
University of Barcelona - Department of Physics
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61
(182,015)
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Financial markets, time series analysis, market microsture, activity
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9.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental Masoliver, Jaume
University of Barcelona - Department of Physics
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54
(193,276)
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Stochastic processes, Markov processes, Random walks, CTRW, Approximations
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10.
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Bermin, Hans-Peter
Lund University, Department of Economics Kohatsu-Higa, Arturo
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences Montero, Miquel
University of Barcelona - Department de Física Fonamental
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30
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Option Sensitivity, Volatility Structure
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11.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental villarroel, Javier
affiliation not provided to SSRN
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18
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continuous-time random walks, non-Markovian processes, exit times
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12.
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Montero, Miquel
University of Barcelona - Department de Física Fonamental
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