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Disambiguation of "Masoliver, Jaume"

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A dynamical model describing stock market price distributions

, , and . Physica A: Statistical Mechanics and its Applications, 283 (3-4): 559--567 (Aug 15, 2000)

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Mathieu Jaume

Rafel Jaume Deyà

Jaume Tió Casacuberta

Jaume Rigau Vilalta

Joan Ventura-Jaume

 

Other publications of authors with the same name

Linear oscillators driven by Gaussian colored noise: crossovers and probability distributions, and . Physica A: Statistical and Theoretical Physics, 231 (4): 615--630 (Oct 1, 1996)A dynamical model describing stock market price distributions, , and . Physica A: Statistical Mechanics and its Applications, 283 (3-4): 559--567 (Aug 15, 2000)The CTRW in finance: Direct and inverse problems with some generalizations and extensions, , , and . Physica A: Statistical Mechanics and its Applications, 379 (1): 151--167 (Jun 1, 2007)Multiple time scales and the exponential Ornstein--Uhlenbeck stochastic volatility model, and . Quantitative Finance, 6 (5): 423--433 (2006)Option pricing and perfect hedging on correlated stocks, and . Physica A: Statistical Mechanics and its Applications, 330 (3-4): 622--652 (Dec 15, 2003)A comparison between several correlated stochastic volatility models, , and . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 134--137 (Dec 1, 2004)The continuum limit of a two-dimensional persistent random walk, , and . Physica A: Statistical Mechanics and its Applications, 182 (4): 593--598 (Apr 1, 1992)Some two and three-dimensional persistent random walks, , and . Physica A: Statistical and Theoretical Physics, 193 (3-4): 469--482 (Apr 1, 1993)A continuous-time generalization of the persistent random walk, , and . Physica A: Statistical Mechanics and its Applications, 157 (2): 891--898 (Jun 1, 1989)The asymptotic form of the probability density of sojourn times in randomly changing multistate systems, , and . Physica A: Statistical Mechanics and its Applications, 284 (1-4): 13--22 (Sep 1, 2000)