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 | 294 | 2007 |
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 | 138 | 2002 |
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 | 128 | 2016 |
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 | 78 | 2003 |
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 | 71 | 2001 |
Stochastic evolution equations with random generators JA León, D Nualart Annals of probability, 149-186, 1998 | 53 | 1998 |
Malliavin calculus for fractional delay equations JA León, S Tindel Journal of Theoretical Probability 25 (3), 854-889, 2012 | 41 | 2012 |
Stochastic heat equation with random coefficients E Alòs, JA León, D Nualart Probability theory and related fields 115, 41-94, 1999 | 38 | 1999 |
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 | 34 | 2015 |
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 | 34 | 2015 |
An extension of the divergence operator for Gaussian processes JA León, D Nualart Stochastic processes and their applications 115 (3), 481-492, 2005 | 29 | 2005 |
An anticipating Itô formula for Lévy processes E Alós, JA León, J Vives ALEA Lat. Am. J. Probab. Math. Stat 4, 2008 | 28 | 2008 |
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 | 28 | 2000 |
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 | 27 | 2008 |
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 | 25 | 2019 |
Stochastic differential equations with random coefficients A Kohatsu-Higa, JA León, D Nualart Bernoulli, 233-245, 1997 | 24 | 1997 |
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 | 22 | 2017 |
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 | 22 | 2009 |
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 | 19 | 1993 |
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 | 18 | 2015 |