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 6 124
A dynamical model describing stock market price distributions 0 0 0 17 2 2 3 67
Activity autocorrelation in financial markets. A comparative study between several models 0 0 0 15 0 0 1 54
An application of Malliavin Calculus to Finance 0 0 0 38 1 1 3 134
Black-Scholes option pricing within Ito and Stratonovich conventions 0 0 0 56 1 1 2 186
Discounting the Distant Future 0 0 0 51 0 0 1 133
Discounting the distant future: What do historical bond prices imply about the long term discount rate? 0 0 0 40 1 3 7 158
Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion 0 0 0 21 2 4 4 70
Exit times in non-Markovian drifting continuous-time random walk processes 0 0 0 12 0 0 1 61
Extreme times in financial markets 0 0 0 10 0 0 1 33
Malliavin calculus in finance 0 0 0 813 1 2 4 1,482
Mean Exit Time and Survival Probability within the CTRW Formalism 0 0 0 15 1 1 1 55
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times 0 0 0 9 2 4 6 51
Parrondo-like behavior in continuous-time random walks with memory 0 0 0 13 0 0 1 28
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 2 2 3 62 2 2 7 163
Renewal equations for option pricing 0 0 0 12 0 1 4 39
Return or stock price differences 0 0 0 17 1 1 2 80
Scaling and data collapse for the mean exit time of asset prices 0 0 0 16 2 2 3 70
Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation 1 1 1 37 1 1 4 67
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 14 1 1 1 100
The continuous time random walk formalism in financial markets 0 0 1 45 0 1 2 109
The continuous time random walk formalism in financial markets 0 0 0 401 0 0 2 1,580
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 2 2 3 29
Volatility and dividend risk in perpetual American options 0 0 0 13 1 1 3 53
Total Working Papers 3 3 5 1,801 24 34 78 5,125

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 0 0 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 2 9
Diffusion Entropy technique applied to the study of the market activity 0 0 0 2 1 1 1 20
Local Vega Index and Variance Reduction Methods 0 0 0 27 1 1 4 95
Malliavin Calculus applied to finance 0 0 0 17 1 1 2 60
Mean exit time and survival probability within the CTRW formalism 0 0 0 0 1 2 2 18
Partial derivative approach for option pricing in a simple stochastic volatility model 0 0 0 2 1 1 1 24
Perpetual American options within CTRWs 0 0 0 0 0 1 1 8
Renewal equations for option pricing 0 0 0 3 0 0 2 16
Return or stock price differences 0 0 0 1 1 1 2 18
The CTRW in finance: Direct and inverse problems with some generalizations and extensions 0 0 0 2 1 1 1 22
The continuous time random walk formalism in financial markets 0 0 0 86 2 5 7 238
Total Journal Articles 0 0 0 154 9 15 27 608

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Statistics updated 2025-11-08