.
Corcuera, José Manuel's
Scholarly Papers
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Aggregate Statistics
Total 357
Total Citations 4
1.
Corcuera, José Manuel University of Barcelona - Faculty of Mathematics
Guillaume, Florence KU Leuven
Madan, Dilip B. University of Maryland - Robert H. Smith School of Business
Schoutens, Wim KU Leuven - Department of Mathematics
222(68,277)
Liquidity, bid-ask pricing, conic finance
2.
Corcuera, José Manuel University of Barcelona - Faculty of Mathematics
Imkeller, Peter Humboldt University of Berlin - Department of Mathematics
Kohatsu-Higa, Arturo Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Nualart, David University of Barcelona - Department of Statistics
81(156,765)
Insider trading, enlargement of filtrations, Malliavin's calculus, utility maximization, arbitrage
3.
Barndorff-Nielsen, Ole E. University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Corcuera, José Manuel University of Barcelona - Faculty of Mathematics
Podolskij, Mark University of Aarhus - School of Economics and Management
39(224,194)
4
Central Limit Theorem, Gaussian Processes, Intermittency, Nonsemimartingales, Turbulence, Volatility, Wiener Chaos
4.
Barndorff-Nielsen, Ole E. University of Aarhus - Thiele Centre, Department of Mathematical Sciences
Corcuera, José Manuel University of Barcelona - Faculty of Mathematics
Podolskij, Mark University of Aarhus - School of Economics and Management
15(295,737)
Brownian semi-stationary processes, central limit theorem, Gaussian processes, high frequency observations, higher order differences, multipower variation, stable convergence
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