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Alos E.; Antonelli F.; Ramponi A.; Scarlatti S.. CVA in fractional and rough volatility models. Applied Mathematics and Computation 2023; (442).

Alos E.; Garcia-Lorite D.; Pravosud M.. On the Skew and Curvature of the Implied and Local Volatilities. Applied Mathematical Finance 2023; 30(1): 47-67.

Alos E.; Garcia-Lorite D.; Gonzalez A.M.. On Smile Properties of Volatility Derivatives: Understanding the VIX Skew. SIAM Journal on Financial Mathematics 2022; 13(1).

Alos E.; Rolloos F.; Shiraya K.. On the difference between the volatility swap strike and the zero vanna implied volatility. SIAM Journal on Financial Mathematics 2021; 12(2): 690-723.

Sottinen T.; Alos E.; Azmoodeh E.; Di Nunno G.. Editorial: Long-Memory Models in Mathematical Finance. Frontiers in Applied Mathematics and Statistics 2021; 7.

Alos E.; Antonelli F.; Ramponi A.; Scarlatti S.. CVA and vulnerable options in stochastic volatility models. International Journal of Theoretical and Applied Finance 2021; 24(2): 1-35.

Alos E.; Mancino M.E.; Merino R.; Sanfelici S.. A fractional model for the COVID-19 pandemic: Application to Italian data. Stochastic Analysis and Applications 2021.

Alos E.; Gatheral J.; Radoi¿i¿ R.. Exponentiation of conditional expectations under stochastic volatility. Quantitative Finance 2020; 20(1): 13-27.

Alos E.; Leon J.. A note on the implied volatility of floating strike Asian options. Decisions in Economics and Finance 2019; 42(2): 743-758.

Alos E.; Mancino M.; Wang T.. Quantitative developments in financial volatility-theory and practice. Decisions in Economics and Finance 2019; 42(2): 319-320.

Alos E.; Mancino M.; Wang T.. Volatility and volatility-linked derivatives: estimation, modeling, and pricing. Decisions in Economics and Finance 2019; 42(2): 321-349.

Alos E.; Chatterjee R.; Tudor S.F.; Wang T.H.. Target volatility option pricing in the lognormal fractional SABR model. Quantitative Finance 2019; 19(8): 1339-1356.

Alos E, Yang Y. A fractional Heston model with. Stochastics 2017; 89(1): 384-399.

Alòs, E.; Yang, Y. A fractional heston model with h> 1/2. Stochastics 2017; 89(1): 384-399.

Alos E.; Leon J.. On the curvature of the smile in stochastic volatility models. SIAM Journal on Financial Mathematics 2017; 8(1): 373-399.

Alos E.; Chen Z.; Rheinlander T.. Valuation of barrier options via a general self-duality Mathematical Finance 2016; 26(3): 492-515.

Alos E.; De Santiago R.; Vives J.. Calibration of stochastic volatility models via second order approximation: the Heston model case. International Journal of Theoretical and Applied Finance 2015; 18(6).

Alòs, E. Geometría fractal y crecimiento tumoral. Aportaciones Matemáticas 2012; 44.

Alòs, E.; Eydeland, A.; Laurence, P. A Kirk's and a Bachelier's formula for three-asset spread options. Energy Risk 2011.

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

Alòs, Elisa; León, J.A.; Vives, J.. An anticipating Itô formula for Lévy processes. Alea (Rio de Janeiro) 2008; (4): 285-305.

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

Alos E.; Bonaccorsi S.. Stability for stochastic partial differential equations with Dirichlet white-noise boundary conditions. Infinite Dimensional Analysis, Quantum Probability and Related Topics 2002; 5(4): 465-481.

Alos E.; Bonaccorsi S.. Stochastic partial differential equations with Dirichlet white-noise boundary conditions. Annales de l'institut Henri Poincare (B) Probability and Statistics 2002; 38(2): 125-154.

Alos E.; Mazet O.; Nualart D.. Stochastic calculus with respect to Gaussian processes. Annals of Probability 2001; 29(2): 766-801.

Alos E, Leon J, Nualart D. Stochastic stratonovich calculus fBm for fractional Brownian motion with hurst parameter less than 1/2. Taiwanese Journal of Mathematics 2001; 5(3): 609-632.

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

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

Alos E.; Nualart D.; Viens F.. Stochastic heat equation with white-noise drift. Annales de l'Institut Henri Poincaré. Section B, Probabilités et statistiques 2000; 36(2): 181-218.

Alos E.; Leon J.; Nualart D.. Stochastic heat equation with random coefficients. Probability Theory and Related Fields 1999; 115(1): 41-94.

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

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

Alòs, E.; Nualart, D.. A maximal inequality for the Skorohod integral. Progress in Systems and Control Theory 1997; (23): 241-251.

Alòs, Elisa; León, Jorge A.. On the second derivative of the at-the-money implied volatility in stochastic volatility models. Economics and Business Working Papers Series; 1458; 2014.