Author/Creator: Vives, Josep - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Vives, Josep

1. A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models. (17th June 2015)

Authors:: Merino, Raúl; Vives, Josep
Other Names:: Yong Jiongmin Academic Editor.
Journal:: International journal of stochastic analysis
Issue:: Volume 2015(2015)
Page Start:
Record Type:: Journal Article
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2. A Malliavin–Skorohod calculus in L0 and L1 for additive and Volterra-type processes. Issue 1 (2nd January 2017)

Authors:: Nunno, Giulia Di; Vives, Josep
Journal:: Stochastics
Issue:: Volume 89:Issue 1(2017)
Page Start:: 142
Record Type:: Journal Article
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3. Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications. (31st July 2017)

Authors:: Merino, Raúl; Vives, Josep
Other Names:: Schurz Henri Academic Editor.
Journal:: International journal of stochastic analysis
Issue:: Volume 2017(2017)
Page Start:
Record Type:: Journal Article
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4. Statistical methods and applications in insurance and finance : CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013 /: CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013. (2016)

Editors:: Eddahbi, M'hamed; Essaky, El Hassan; Vives, Josep
Other Names:: CIMPA-UNESCO-MESR-MINECO-MOROCCO Research School "Statistical Methods and Applications in FInance and Actuarial Science"
Record Type:: Book
Extent:: 1 online resource (viii, 225 pages), illustrations (some color)
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