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Physical Review. E|February 20, 2020
Two-dimensional telegraphic processes and their fractional generalizationsJaume Masoliver, Katja LindenbergPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|April 12, 2003
Random diffusion and leverage effect in financial marketsJosep Perelló, Jaume MasoliverPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|February 1, 2008
Nonindependent continuous-time random walksMiquel Montero, Jaume MasoliverPhysical Review. E|November 28, 2019
Anomalous diffusion under stochastic resettings: A general approachJaume Masoliver, Miquel MonteroPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|December 11, 2012
First-passage and escape problems in the Feller processJaume Masoliver, Josep PerellóPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|December 31, 2008
Escape problem under stochastic volatility: the Heston modelJaume Masoliver, Josep PerellóPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|May 16, 2007
Extreme times for volatility processesJaume Masoliver, Josep PerellóPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|August 8, 2009
First-passage and risk evaluation under stochastic volatilityJaume Masoliver, Josep PerellóPhysical Review Letters|August 8, 2009
Phase diagram, correlation gap, and critical properties of the coulomb glassMartin Goethe, Matteo PalassiniPhysical Review. E, Statistical, Nonlinear, and Soft Matter Physics|February 1, 2008
Volatility: a hidden Markov process in financial time seriesZoltán Eisler, Josep Perelló, Jaume MasoliverPageof 4