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 9 129
A dynamical model describing stock market price distributions 0 0 0 17 0 3 6 71
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 0 1 2 56
An application of Malliavin Calculus to Finance 0 0 1 39 0 2 9 142
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 0 6 12 197
Discounting the Distant Future 0 0 0 51 0 3 8 141
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 0 2 10 165
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 0 2 11 77
Exit times in non-Markovian drifting continuous-time random walk processes 0 0 0 12 0 3 6 67
Extreme times in financial markets 0 0 0 10 0 1 1 34
Malliavin calculus in finance 0 1 1 814 0 4 15 1,495
Mean Exit Time and Survival Probability within the CTRW Formalism 0 0 0 15 0 1 5 59
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times 0 0 0 9 0 0 11 58
Parrondo-like behavior in continuous-time random walks with memory 0 0 0 13 1 1 5 32
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model 0 0 0 7 0 5 7 59
Perpetual American options within CTRW's 0 0 0 13 7 7 8 45
Perpetual American vanilla option pricing under single regime change risk. An exhaustive study 0 0 0 17 0 1 7 80
Predator-Prey Model for Stock Market Fluctuations 0 0 2 62 1 5 29 190
Renewal equations for option pricing 0 0 0 12 0 2 7 45
Return or stock price differences 0 0 0 17 0 1 9 88
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 2 11 79
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 1 2 38 0 3 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 0 401 0 4 12 1,592
The continuous time random walk formalism in financial markets 0 0 0 45 0 3 14 122
Uncertain Growth and the Value of the Future 0 0 0 2 0 2 4 41
Uncertain growth and the value of the future 0 0 0 8 0 5 13 40
Volatility and dividend risk in perpetual American options 0 0 0 13 1 1 7 59
Total Working Papers 0 2 6 1,804 10 73 253 5,343

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 4 22
Black–Scholes option pricing within Itô and Stratonovich conventions 0 0 0 10 0 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 0 7 15
Diffusion Entropy technique applied to the study of the market activity 0 0 0 2 0 5 10 29
Local Vega Index and Variance Reduction Methods 0 0 0 27 1 2 8 102
Malliavin Calculus applied to finance 0 0 0 17 0 5 8 67
Mean exit time and survival probability within the CTRW formalism 0 0 0 0 0 0 8 24
Partial derivative approach for option pricing in a simple stochastic volatility model 0 0 0 2 0 2 5 28
Perpetual American options within CTRWs 0 0 0 0 0 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 0 3 10 27
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 0 2 15 248
Total Journal Articles 0 0 0 154 1 22 103 696

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Statistics updated 2026-07-10