Jos'e E. Figueroa-L'opez

Estimation of Tempered Stable L\'{e}vy Models of Infinite Variation

Yuchen Han, Ruoting Gong, Jos'e E. Figueroa-L'opez, 2021 .

High-order short-time expansions for ATM option prices under the CGMY model

Ruoting Gong, Jos'e E. Figueroa-L'opez, C. Houdr'e, 2011, 1112.3111.

Small-time expansions for the transition distributions of Lévy processes

Jos'e E. Figueroa-L'opez, C. Houdr'e, J. E. Figueroa-L'opez, 2008, 0809.0849.

Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias

Peter Tankov, Jos'e E. Figueroa-L'opez, J. E. Figueroa-L'opez, 2012, 1203.2355.

A one-level limit order book model with memory and variable spread

Jos'e E. Figueroa-L'opez, J. E. Figueroa-L'opez, Jonathan A. Ch'avez-Casillas, 2017 .

Sieve-based confidence intervals and bands for Lévy densities

Jos'e E. Figueroa-L'opez, J. E. Figueroa-L'opez, 2011, 1104.4389.