Josep Vives

发表

Lluís María Anglada i de Ferrer

Josep Vives, 1998 .

Revistas profesionales hoy

Josep Vives, 1998 .

Una bona paella

Josep Vives, 1998 .

Navegant per Documat 98

Josep Vives, 1998 .

Alejandro Carrión Gútiez

Josep Vives, 1998 .

DECOMPOSITION FORMULA FOR ROUGH VOLTERRA STOCHASTIC VOLATILITY MODELS

Josep Vives, Tommi Sottinen, Raul Merino, 2019, International Journal of Theoretical and Applied Finance.

Presentación del Forum organitzat pel Col·legi Oficial de Bibliotecaris-Documentalistes de Catalunya

Josep Vives, 1999 .

On Lévy processes, Malliavin calculus and market models with jumps

Jorge A. León, Josep Vives, Josep L. Solé, 2002, Finance Stochastics.

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

Jorge A. León, Josep Vives, Elisa Alòs, 2006, Finance Stochastics.

Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models

Josep Vives, Archil Gulisashvili, J. Vives, 2014, SIAM J. Financial Math..

Book review: Statistical inference for ergodic diffusion processes. Yuri A. Kutoyans. Springer-Verlag, London, 2004. 481 pages.

Josep Vives, 2004 .

Topological features of multivariate distributions: Dependency on the covariance matrix

Yuri A. Katz, Josep Vives, Lloyd L. Aromi, 2021, Commun. Nonlinear Sci. Numer. Simul..

Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset

Josep Vives, Youssef El-Khatib, Stephane Goutte, 2021, Finance Research Letters.

A Duality Formula on the Poisson Space and Some Applications

Josep Vives, David Nualart, 1995 .