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 1 7 125
A dynamical model describing stock market price distributions 0 0 0 17 0 1 4 68
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 0 1 2 55
An application of Malliavin Calculus to Finance 0 1 1 39 1 4 7 139
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 1 5 7 191
Discounting the Distant Future 0 0 0 51 0 2 2 135
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 0 2 11 163
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 0 3 8 74
Exit times in non-Markovian drifting continuous-time random walk processes 0 0 0 12 0 0 2 63
Extreme times in financial markets 0 0 0 10 0 0 1 33
Malliavin calculus in finance 0 0 0 813 1 9 12 1,491
Mean Exit Time and Survival Probability within the CTRW Formalism 0 0 0 15 0 2 3 57
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times 0 0 0 9 1 5 13 58
Parrondo-like behavior in continuous-time random walks with memory 0 0 0 13 0 2 4 31
Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model 0 0 0 7 0 2 3 54
Perpetual American options within CTRW's 0 0 0 13 0 1 3 38
Perpetual American vanilla option pricing under single regime change risk. An exhaustive study 0 0 0 17 2 6 7 79
Predator-Prey Model for Stock Market Fluctuations 0 0 3 62 1 18 24 183
Renewal equations for option pricing 0 0 0 12 0 4 7 43
Return or stock price differences 0 0 0 17 2 6 9 87
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 0 5 9 77
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 0 0 1 37 2 7 8 74
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 0 3 4 103
The continuous time random walk formalism in financial markets 0 0 0 45 0 6 11 119
The continuous time random walk formalism in financial markets 0 0 0 401 0 6 8 1,587
Uncertain Growth and the Value of the Future 0 0 0 2 0 2 2 39
Uncertain growth and the value of the future 0 0 0 8 2 5 8 35
Volatility and dividend risk in perpetual American options 0 0 0 13 2 5 8 58
Total Working Papers 0 1 5 1,802 15 113 194 5,259

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 3 3 21
Black–Scholes option pricing within Itô and Stratonovich conventions 0 0 0 10 0 6 8 61
Continuous Time Random Walks with memory and financial distributions 0 0 0 1 0 1 1 10
Continuous-time random walks with reset events 0 0 0 1 1 4 7 15
Diffusion Entropy technique applied to the study of the market activity 0 0 0 2 0 3 5 24
Local Vega Index and Variance Reduction Methods 0 0 0 27 0 5 6 100
Malliavin Calculus applied to finance 0 0 0 17 0 2 3 62
Mean exit time and survival probability within the CTRW formalism 0 0 0 0 1 6 8 24
Partial derivative approach for option pricing in a simple stochastic volatility model 0 0 0 2 0 1 3 26
Perpetual American options within CTRWs 0 0 0 0 0 2 3 10
Renewal equations for option pricing 0 0 0 3 0 4 7 22
Return or stock price differences 0 0 0 1 2 6 8 24
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 2 0 4 7 28
The continuous time random walk formalism in financial markets 0 0 0 86 0 4 14 245
Total Journal Articles 0 0 0 154 4 51 83 672

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Statistics updated 2026-03-04