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Jorge A. León
Jorge A. León
Profesor de matematicas
Correu electrònic verificat a ctrl.cinvestav.mx
Títol
Citada per
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
E Alos, JA León, J Vives
Finance and stochastics 11 (4), 571-589, 2007
2932007
On Lévy processes, Malliavin calculus and market models with jumps
JA León, JL Solé, F Utzet, J Vives
Finance and Stochastics 6, 197-225, 2002
1382002
One size does not fit all: Natural infrastructure investments within the Latin American Water Funds Partnership
LL Bremer, DA Auerbach, JH Goldstein, AL Vogl, D Shemie, T Kroeger, ...
Ecosystem Services 17, 217-236, 2016
1282016
An anticipating calculus approach to the utility maximization of an insider
JA León, R Navarro, D Nualart
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003
782003
Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than 1/2
E Alos, JA León, D Nualart
Taiwanese Journal of Mathematics 5 (3), 609-632, 2001
712001
Stochastic evolution equations with random generators
JA León, D Nualart
Annals of probability, 149-186, 1998
531998
Malliavin calculus for fractional delay equations
JA León, S Tindel
Journal of Theoretical Probability 25 (3), 854-889, 2012
412012
Stochastic heat equation with random coefficients
E Alòs, JA León, D Nualart
Probability theory and related fields 115, 41-94, 1999
381999
Testing reticulate versus coalescent origins of Erica lusitanica using a species phylogeny of the northern heathers (Ericeae, Ericaceae)
ALM De Kuppler, J Fagúndez, DU Bellstedt, EGH Oliver, J Léon, MD Pirie
Molecular Phylogenetics and Evolution 88, 121-131, 2015
342015
Resource investment optimization system: Introduction & theoretical documentation
A Vogl, H Tallis, J Douglass, R Sharp, S Wolny, F Veiga, S Benitez, ...
Natural Capital Project: Stanford, CA, USA, 2015
342015
An extension of the divergence operator for Gaussian processes
JA León, D Nualart
Stochastic processes and their applications 115 (3), 481-492, 2005
292005
An anticipating Itô formula for Lévy processes
E Alós, JA León, J Vives
ALEA Lat. Am. J. Probab. Math. Stat 4, 2008
282008
The stochastic Burgers equation: finite moments and smoothness of the density
JA León, D Nualart, R Pettersson
Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 (03 …, 2000
282000
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 volatility
E Alos, JA León, M Pontier, J Vives
Universitat Pompeu Fabra, 2008
272008
The ISO 14067 approach to open-loop recycling of paper products: Making it operational
C Hohenthal, J Leon, A Dobon, M Kujanpää, G Meinl, J Ringman, ...
Journal of cleaner production 224, 264-274, 2019
252019
Stochastic differential equations with random coefficients
A Kohatsu-Higa, JA León, D Nualart
Bernoulli, 233-245, 1997
241997
Efectos de la fertilización nitrogenada y fosfatada sobre poblaciones de micorrizas asociadas al cultivo de cacao
W Latacela, E Colina, C Castro, D Santana, J León, G García, M Goyes, ...
European Scientific Journal 13 (6), 464-79, 2017
222017
A strong uniform approximation of fractional Brownian motion by means of transport processes
J Garzón, LG Gorostiza, JA León
Stochastic processes and their applications 119 (10), 3435-3452, 2009
222009
Strong solutions of stochastic bilinear equations with anticipating drift in the first Wiener chaos
JA Leon, V Perez-Abreu
Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur, 235-243, 1993
191993
Quantifying GHG emissions savings potential in magazine paper production: a case study on supercalendered and light-weight coated papers
J Leon, C Aliaga, G Boulougouris, M Hortal, JL Marti
Journal of Cleaner Production 103, 301-308, 2015
182015
En aquests moments el sistema no pot dur a terme l'operació. Torneu-ho a provar més tard.
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