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 3 4 10 129
A dynamical model describing stock market price distributions 0 0 0 17 3 3 6 71
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 1 1 2 56
An application of Malliavin Calculus to Finance 0 0 1 39 2 4 9 142
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 6 7 12 197
Discounting the Distant Future 0 0 0 51 2 5 7 140
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 2 2 12 165
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 2 3 11 77
Exit times in non-Markovian drifting continuous-time random walk processes 0 0 0 12 2 3 5 66
Extreme times in financial markets 0 0 0 10 1 1 1 34
Malliavin calculus in finance 1 1 1 814 4 5 15 1,495
Mean Exit Time and Survival Probability within the CTRW Formalism 0 0 0 15 1 2 5 59
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times 0 0 0 9 0 1 12 58
Parrondo-like behavior in continuous-time random walks with memory 0 0 0 13 0 0 4 31
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model 0 0 0 7 5 5 7 59
Perpetual American options within CTRW's 0 0 0 13 0 0 2 38
Perpetual American vanilla option pricing under single regime change risk. An exhaustive study 0 0 0 17 0 2 6 79
Predator-Prey Model for Stock Market Fluctuations 0 0 2 62 4 7 28 189
Renewal equations for option pricing 0 0 0 12 2 2 7 45
Return or stock price differences 0 0 0 17 1 3 9 88
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 1 1 10 78
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 1 1 2 38 3 5 11 77
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 0 0 4 103
The continuous time random walk formalism in financial markets 0 0 0 45 3 3 14 122
The continuous time random walk formalism in financial markets 0 0 0 401 3 4 11 1,591
Uncertain Growth and the Value of the Future 0 0 0 2 2 2 4 41
Uncertain growth and the value of the future 0 0 0 8 5 7 13 40
Volatility and dividend risk in perpetual American options 0 0 0 13 0 2 7 58
Total Working Papers 2 2 6 1,804 58 84 244 5,328

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 1 4 22
Black–Scholes option pricing within Itô and Stratonovich conventions 0 0 0 10 1 1 9 62
Continuous Time Random Walks with memory and financial distributions 0 0 0 1 0 0 1 10
Continuous-time random walks with reset events 0 0 0 1 0 1 7 15
Diffusion Entropy technique applied to the study of the market activity 0 0 0 2 5 5 10 29
Local Vega Index and Variance Reduction Methods 0 0 0 27 1 1 7 101
Malliavin Calculus applied to finance 0 0 0 17 5 5 8 67
Mean exit time and survival probability within the CTRW formalism 0 0 0 0 0 1 8 24
Partial derivative approach for option pricing in a simple stochastic volatility model 0 0 0 2 2 2 5 28
Perpetual American options within CTRWs 0 0 0 0 2 2 5 12
Renewal equations for option pricing 0 0 0 3 0 0 6 22
Return or stock price differences 0 0 0 1 2 4 9 26
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 2 0 0 7 28
The continuous time random walk formalism in financial markets 0 0 0 86 2 3 15 248
Total Journal Articles 0 0 0 154 20 26 101 694

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Statistics updated 2026-05-06