Access Statistics for Miquel Montero

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A continuous time random walk model for financial distributions 0 0 0 27 0 3 6 124
A dynamical model describing stock market price distributions 0 0 0 17 0 2 3 67
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 1 1 2 55
An application of Malliavin Calculus to Finance 0 0 0 38 0 2 4 135
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 0 1 2 186
Discounting the Distant Future 0 0 0 51 0 0 0 133
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 0 4 10 161
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 0 3 5 71
Exit times in non-Markovian drifting continuous-time random walk processes 0 0 0 12 0 2 3 63
Extreme times in financial markets 0 0 0 10 0 0 1 33
Malliavin calculus in finance 0 0 0 813 3 4 6 1,485
Mean Exit Time and Survival Probability within the CTRW Formalism 0 0 0 15 0 1 1 55
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times 0 0 0 9 1 5 9 54
Parrondo-like behavior in continuous-time random walks with memory 0 0 0 13 0 1 2 29
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model 0 0 0 7 0 0 1 52
Perpetual American options within CTRW's 0 0 0 13 0 0 2 37
Perpetual American vanilla option pricing under single regime change risk. An exhaustive study 0 0 0 17 0 0 2 73
Predator-Prey Model for Stock Market Fluctuations 0 2 3 62 10 14 19 175
Renewal equations for option pricing 0 0 0 12 0 0 3 39
Return or stock price differences 0 0 0 17 2 4 5 83
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 3 7 8 75
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 1 1 37 1 2 3 68
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 2 3 3 102
The continuous time random walk formalism in financial markets 0 0 1 45 1 5 7 114
The continuous time random walk formalism in financial markets 0 0 0 401 1 2 3 1,582
Uncertain Growth and the Value of the Future 0 0 0 2 0 0 1 37
Uncertain growth and the value of the future 0 0 0 8 1 4 5 31
Volatility and dividend risk in perpetual American options 0 0 0 13 1 2 4 54
Total Working Papers 0 3 5 1,801 27 72 120 5,173

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamical model describing stock market price distributions 0 0 0 2 0 0 1 18
Black–Scholes option pricing within Itô and Stratonovich conventions 0 0 0 10 3 5 6 58
Continuous Time Random Walks with memory and financial distributions 0 0 0 1 0 0 0 9
Continuous-time random walks with reset events 0 0 0 1 0 2 4 11
Diffusion Entropy technique applied to the study of the market activity 0 0 0 2 1 3 3 22
Local Vega Index and Variance Reduction Methods 0 0 0 27 1 2 5 96
Malliavin Calculus applied to finance 0 0 0 17 1 2 3 61
Mean exit time and survival probability within the CTRW formalism 0 0 0 0 1 2 3 19
Partial derivative approach for option pricing in a simple stochastic volatility model 0 0 0 2 0 2 2 25
Perpetual American options within CTRWs 0 0 0 0 0 0 1 8
Renewal equations for option pricing 0 0 0 3 0 2 3 18
Return or stock price differences 0 0 0 1 0 1 2 18
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 2 2 5 5 26
The continuous time random walk formalism in financial markets 0 0 0 86 1 6 11 242
Total Journal Articles 0 0 0 154 10 32 49 631

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09