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Jorge A. León
Jorge A. León
Profesor de matematicas
在 ctrl.cinvestav.mx 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
2942007
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
1362002
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
1352016
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
772003
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
762001
Stochastic evolution equations with random generators
JA León, D Nualart
Annals of probability, 149-186, 1998
551998
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
401999
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
362015
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
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
292000
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
Available at SSRN 1124823, 2008
282008
An anticipating Itô formula for Lévy processes
E Alós, JA León, J Vives
ALEA Lat. Am. J. Probab. Math. Stat 4, 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
Las organizaciones indígenas: igualdad y diferencia
J León
Indios, Quito: ILDIS. Pág, 373-419, 1991
251991
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
232017
Los pueblos indígenas y su participación gubernamental en Ecuador 2002-2003
J León
Participación política, democracia y movimientos indígenas en los andes. La …, 2005
232005
Stochastic differential equations with random coefficients
A Kohatsu-Higa, JA León, D Nualart
231997
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
212009
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