Vives, Josep 1963-
Vives, Josep
Vives i Santa Eulàlia, Josep, 1963-
Josep Vives i Santa Eulàlia
VIAF ID: 87188293 ( Personal )
Permalink: http://viaf.org/viaf/87188293
Preferred Forms
- 100 0 _ ‡a Josep Vives i Santa Eulàlia
-
- 100 1 _ ‡a Vives, Josep
- 100 1 _ ‡a Vives, Josep
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- 100 1 _ ‡a Vives, Josep ‡d 1963-
- 100 1 0 ‡a Vives, Josep ‡d 1963-
4xx's: Alternate Name Forms (16)
5xx's: Related Names (3)
- 551 _ _ ‡a Barcelona ‡4 ortw ‡4 https://d-nb.info/standards/elementset/gnd#placeOfActivity
- 510 2 _ ‡a Universitat de Barcelona ‡1 https://www.wikidata.org/wiki/Q219615
- 510 2 _ ‡a Universitat de Barcelona, Departament de Probabilitat, Lògica, i Estadística ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
Alternative solutions of the black-scholes equation | |
Applications of Malliavin calculus to some problems related to Gaussian and Lévy processes | |
Arbitrage-free valuation of financial instruments : analytic and computational problems | |
Càlcul de variacions estocàstic en els espais de Wiener i de Poisson aplicació a la regularitat del suprem i del temps local | |
Chaos expansions and local times | |
Creació d'un simulador de pòquer No Limit Texas Hold'Em | |
Memorias del Congreso Regional de la Universidad Autónoma de Aguascalientes en Probabilidad | |
On the chaos expansion of some additive functionals of the Brownian motion and applicatiosn | |
Option Price Decomposition for Local and Stochastic Volatility Jump Diffusion Models | |
A pathwise approach to backward and forward stochastic differential equations on the poisson space | |
Smoothness of local time and related Wiener functionals | |
Statistical Methods and Applications in Insurance and Finance : CIMPA School, Marrakech and Kelaat M'gouna, Morocco, April 2013 | |
Stochastic integration by parts and functional itô calculus, 2016: | |
Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de poisson canonique |