| 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 | 293 | 2007 |
| Anticipative calculus for the Poisson process based on the Fock space D Nualart, J Vives Séminaire de probabilités de Strasbourg 24, 154-165, 1990 | 209 | 1990 |
| 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 | 136 | 2002 |
| Canonical Lévy process and Malliavin calculus JL Solé, F Utzet, J Vives Stochastic processes and their Applications 117 (2), 165-187, 2007 | 135 | 2007 |
| Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization P Imkeller, V Perez-Abreu, J Vives Stochastic processes and their applications 56 (1), 1-34, 1995 | 110 | 1995 |
| Chaos expansions and local times D Nualart, J Vives Publicacions Matematiques, 827-836, 1992 | 66 | 1992 |
| A duality formula on the Poisson space and some applications D Nualart, J Vives Seminar on Stochastic Analysis, Random Fields and Applications: Centro …, 1995 | 64 | 1995 |
| Chaos expansions and Malliavin calculus for Lévy processes JL Solé, F Utzet, J Vives Stochastic Analysis and Applications: The Abel Symposium 2005, 595-612, 2007 | 60 | 2007 |
| Smoothness of Brownian local times and related functionals D Nualart, J Vives Potential Analysis 1 (3), 257-263, 1992 | 55 | 1992 |
| Stochastic integration by parts and functional Itô calculus V Bally, L Caramellino, R Cont, F Utzet, J Vives Birkhäuser, 2016 | 49 | 2016 |
| Effects of pre‐operative isolation on postoperative pulmonary complications after elective surgery: an international prospective cohort study COVIDSurg Collaborative, GlobalSurg Collaborative, D Nepogodiev, ... Anaesthesia 76 (11), 1454-1464, 2021 | 43 | 2021 |
| Continuité absolue de la loi du maximum d'un processus continu D Nualart, J Vives CR Acad. Sci.-Series IIA-Earth and Planetary Science, 349-354, 1988 | 40 | 1988 |
| Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters M Eddahbi, R Lacayo, JL Solé, J Vives, CA Tudor Stochastic Analysis and Applications 23 (2), 383-400, 2005 | 38 | 2005 |
| 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 | 28 | 2008 |
| An anticipating Itô formula for Lévy processes E Alós, JA León, J Vives ALEA Lat. Am. J. Probab. Math. Stat 4, 2008 | 27 | 2008 |
| Chaotic Kabanov formula for the Azéma martingales N Privault, J Lluís Solé, J Vives | 25 | 2000 |
| Calibration of stochastic volatility models via second-order approximation: The Heston case E Alòs, R De Santiago, J Vives International Journal of Theoretical and Applied Finance 18 (06), 1550036, 2015 | 23 | 2015 |
| Chaotic expansion and smoothness of some functionals of the fractional Brownian motion M Eddahbi, J Vives Journal of Mathematics of Kyoto University 43 (2), 349-368, 2003 | 15 | 2003 |
| A volatility-varying and jump-diffusion Merton type model of interest rate risk F Espinosa, J Vives Insurance: Mathematics and Economics 38 (1), 157-166, 2006 | 14 | 2006 |
| Decomposition formula for rough Volterra stochastic volatility models R Merino, J Pospíšil, T Sobotka, T Sottinen, J Vives International journal of theoretical and applied finance 24 (02), 2150008, 2021 | 12 | 2021 |
Jorge A. LeónProfesor de matematicas在 ctrl.cinvestav.mx 的电子邮件经过验证
