M. T. Castro

Jump diffusion models and the evolution of financial prices

Sergio Da Silva, A. Figueiredo, I. Gleria, 2011 .

On the time-homogeneous Ornstein–Uhlenbeck process in the foreign exchange rates

A. Figueiredo, M. T. Castro, R. Matsushita, 2015 .

Generalized Ornstein–Uhlenbeck process by Doob’s theorem and the time evolution of financial prices

A. Figueiredo, M. T. Castro, F. M. Mendes, 2013 .