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 1 27 0 0 2 118
A dynamical model describing stock market price distributions 0 0 0 17 0 0 0 64
Activity autocorrelation in financial markets. A comparative study between several models 0 0 1 15 0 0 1 53
An application of Malliavin Calculus to Finance 0 0 0 38 0 1 2 132
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 0 0 0 184
Discounting the Distant Future 0 0 1 51 0 1 3 133
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 1 40 1 1 2 152
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 0 0 1 66
Exit times in non-Markovian drifting continuous-time random walk processes 0 0 0 12 1 1 1 61
Extreme times in financial markets 0 0 0 10 0 0 0 32
Malliavin calculus in finance 0 0 2 813 0 1 5 1,479
Mean Exit Time and Survival Probability within the CTRW Formalism 0 0 0 15 0 0 0 54
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times 0 0 0 9 0 0 0 45
Parrondo-like behavior in continuous-time random walks with memory 0 0 0 13 0 0 0 27
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model 0 0 0 7 0 0 0 51
Perpetual American options within CTRW's 0 0 0 13 0 0 0 35
Perpetual American vanilla option pricing under single regime change risk. An exhaustive study 0 0 0 17 1 1 1 72
Predator-Prey Model for Stock Market Fluctuations 0 0 1 59 1 3 5 159
Renewal equations for option pricing 0 0 0 12 0 0 1 36
Return or stock price differences 0 0 2 17 0 0 4 78
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 1 1 1 68
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 1 36 1 2 6 66
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 0 0 0 99
The continuous time random walk formalism in financial markets 1 1 1 45 1 1 2 108
The continuous time random walk formalism in financial markets 0 0 0 401 0 1 1 1,579
Uncertain Growth and the Value of the Future 0 0 0 2 1 1 2 37
Uncertain growth and the value of the future 0 0 0 8 0 1 1 27
Volatility and dividend risk in perpetual American options 0 0 0 13 0 0 0 50
Total Working Papers 1 1 11 1,797 8 16 41 5,065

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 1 1 1 18
Black–Scholes option pricing within Itô and Stratonovich conventions 0 0 0 10 1 1 1 53
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 1 1 8
Diffusion Entropy technique applied to the study of the market activity 0 0 0 2 0 0 1 19
Local Vega Index and Variance Reduction Methods 0 0 0 27 2 3 4 94
Malliavin Calculus applied to finance 0 0 0 17 1 1 3 59
Mean exit time and survival probability within the CTRW formalism 0 0 0 0 0 0 0 16
Partial derivative approach for option pricing in a simple stochastic volatility model 0 0 0 2 0 0 0 23
Perpetual American options within CTRWs 0 0 0 0 0 0 0 7
Renewal equations for option pricing 0 0 0 3 0 1 1 15
Return or stock price differences 0 0 0 1 0 0 0 16
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 2 0 0 0 21
The continuous time random walk formalism in financial markets 0 0 1 86 0 0 1 231
Total Journal Articles 0 0 1 154 5 8 13 589

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Statistics updated 2025-03-03