(articles in refereed journals)

E. Alòs and D. Nualart: Anticipating stochastic Volterra equations. Stochastic Processes and their Applications 72 (1997) 73-95

E. Alòs and D. Nualart: An extension of Itô's formula for anticipating processes. Journal of Theoretical Probability 11 (2) (1998) 493-514

E. Alòs, J. A. León y D. Nualart: Stochastic heat equation with random coefficients. Probability Theory and Related Fields 115 (1) (1999) 41-94.

E. Alòs. D. Nualart and F. Viens: Stochastic heat equation with white-noise drift.    Annales de l'Institute Henry Poincaré 36 (2) (2000) 181-218.

E. Alòs, O. Mazet and D. Nualart: Stochastic calculus with respect to fractional Brownian motion with Hurst index lesser than 1/2. Stochastic Processes and their Applications 86 (2000) 121-139.

E. Alòs, O. Mazet and D. Nualart: Stochastic calculus with respect to the Gaussian processes. The Annals of Probability 29 (2) (2001) 766-801

E. Alòs, J. A. León and D. Nualart: Stochastic Stratonovich calculus for fractional Brownian motion with Hurst parameter less than 1/2. Taiwanese Journal of Mathematics 5 (3) (2001) 609-632.

E. Alòs and S. Bonaccorsi: Stochastic partial differential equations with Dirichlet white-noise boundary conditions. Annales de l'Institute Henry Poincaré 38 (2) (2002) 125-154.

E. Alòs and S. Bonaccorsi: Stability for stochastic partial differential equations with Dirichlet white-noise boundary conditions. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 5 (4) (2002) 465-481.

E. Alòs and D. Nualart: Stochastic integration with respect to the fractional Brownian motion. Stochastic and Stochastic Reports 75 (3) (2003) 129-152.

E. Alòs: A generalization of the Hull and White formula with applications to option pricing approximation.   Finance and Stochastics 10 (3) (2006) 353-365

E. Alòs, J. A. León and J. Vives: On the short-time behaviour of the implied volatility for jump-diffusion models with stochastic volatility. Finance and Stochastics 11 (4) (2007), 571-589.

E. Alòs and C. O. Ewald: Malliavin Differentiability of the Heston Volatility and Applications to Option Pricing. Advances in Applied Probability 40 (1) (2008), 144-162.

E. Alòs, J. A. León and J. Vives: An anticipating Itô’s formula for Lévy processes. Latin American Journal of Probability and Mathematical Statistics, Vol 4 (2008), 285–30

E. Alòs, J. A. León, M. Pontier and J. Vives: A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied VolatilityJournal of Applied Mathematics and Stochastic Analysis, vol 2008 (2008).

E. Alòs, A. Eydeland and P. Laurence: A Kirk’s and a Bachelier’s formula for three-assets spread options. Energy Risk, September 2011.

E. Alòs: A decomposition formula for option prices in the Heston model and applications to     option pricing approximationFinance and Stochastics 16 (3) (2012).

E. Alòs, Z. Chen and T. Rheinländer Hedging of Barrier Options via a General Self-duality. Mathematical Finance (2014).

A Brú, E Alós, JC Nuño, M Fernández de Dios. Scaling in complex systems: a link between the dynamics of networks and growing interfaces. Scientific reports (4) Nature Publishing group (2014).

E. Alòs, R. De Santiago and J. Vives: Calibration of stochastic volatility models via second order approximation: the Heston model case. IJTAF, vol. 18, n.6 (2015)

E. Alòs and J. A. León: On the short-time behaviour of the implied volatility skew for random strike options and applications to option pricing approximation. Quantitative Finance 16 (1), 31-42 (2016)

Alòs, E., & Yang, Y. A fractional Heston model with H >1/2. Stochastics89(1), 384-399 (2017)

E. Alòs and J. León. On the curvature of the smile in stochastic volatility models. SIAM Journal on Financial Mathematics 8(1), 373-399 (2017)

E. Alòs, A. Jacquier and J. León. The Implied Volatility of Forward-Start Options: ATM Short-Time Level, Skew and Curvature. Stochastics 91 (1) (2019)

E. Alòs and K. Shiraya: Estimating the Hurst parameter from short term volatility swaps: a Malliavin calculus approach. Finance and Stochastics (2019) https://doi.org/10.1007/s00780-019-00384-5

E. Alòs and J. León. A note on the implied volatility of floating strike Asian options. Decisions Econ Finan (2019)

E. Alòs, R. Chatterjee, S. Tudor and T-H. Wang: Target volatility option pricing in lognormal fractional SABR model. Quantitative Finance. Forthcoming.