Josep Perelló
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The impact of heterogeneous trading rules on the limit order book and order flows
C Chiarella, G Iori, J Perelló
Journal of Economic Dynamics and Control 33 (3), 525-537, 2009
2312009
Multiple time scales in volatility and leverage correlations: a stochastic volatility model
J Perelló, J Masoliver, JP Bouchaud
Applied Mathematical Finance 11 (1), 27-50, 2004
772004
The continuous time random walk formalism in financial markets
J Masoliver, M Montero, J Perelló, GH Weiss
Journal of Economic Behavior & Organization 61 (4), 577-598, 2006
692006
A correlated stochastic volatility model measuring leverage and other stylized facts
J Masoliver, J Perello
International Journal of Theoretical and Applied Finance 5 (05), 541-562, 2002
672002
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
J Masoliver, J Perelló
Quantitative Finance 6 (5), 423-433, 2006
652006
Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model
J Perelló, R Sircar, J Masoliver
Journal of Statistical Mechanics: Theory and Experiment 2008 (06), P06010, 2008
542008
Random diffusion and leverage effect in financial markets
J Perelló, J Masoliver
Physical Review E 67 (3), 037102, 2003
532003
First-passage and risk evaluation under stochastic volatility
J Masoliver, J Perelló
Physical Review E 80 (1), 016108, 2009
492009
Humans display a reduced set of consistent behavioral phenotypes in dyadic games
J Poncela-Casasnovas, M Gutiérrez-Roig, C Gracia-Lázaro, J Vicens, ...
Science advances 2 (8), e1600451, 2016
482016
Model for interevent times with long tails and multifractality in human communications: An application to financial trading
J Perelló, J Masoliver, A Kasprzak, R Kutner
Physical Review E 78 (3), 036108, 2008
432008
Escape problem under stochastic volatility: The Heston model
J Masoliver, J Perelló
Physical Review E 78 (5), 056104, 2008
402008
Scaling and data collapse for the mean exit time of asset prices
M Montero, J Perelló, J Masoliver, F Lillo, S Micciche, RN Mantegna
Physical Review E 72 (5), 056101, 2005
402005
A comparison between several correlated stochastic volatility models
J Perelló, J Masoliver, N Anento
Physica A: Statistical Mechanics and its Applications 344 (1-2), 134-137, 2004
402004
Transition from reciprocal cooperation to persistent behaviour in social dilemmas at the end of adolescence
M Gutiérrez-Roig, C Gracia-Lázaro, J Perelló, Y Moreno, A Sánchez
Nature communications 5 (1), 1-7, 2014
392014
Volatility: a hidden Markov process in financial time series
Z Eisler, J Perelló, J Masoliver
Physical Review E 76 (5), 056105, 2007
302007
Extreme times in financial markets
J Masoliver, M Montero, J Perelló
Physical Review E 71 (5), 056130, 2005
302005
Black–Scholes option pricing within Itô and Stratonovich conventions
J Perelló, JM Porra, M Montero, J Masoliver
Physica A: Statistical Mechanics and its Applications 278 (1-2), 260-274, 2000
302000
First-passage and escape problems in the Feller process
J Masoliver, J Perelló
Physical review E 86 (4), 041116, 2012
242012
The CTRW in finance: Direct and inverse problems with some generalizations and extensions
J Masoliver, M Montero, J Perelló, GH Weiss
Physica A: Statistical Mechanics and its Applications 379 (1), 151-167, 2007
242007
Participatory design of citizen science experiments
E Senabre, N Ferran-Ferrer, J Perelló
Comunicar. Media Education Research Journal 26 (1), 2018
212018
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Artículos 1–20