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Josep Vives

University of Barcelona

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Topological Features of Multivariate Distributions: Dependency on the Covariance Matrix

2021 Social Science Research Network
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Topological features of multivariate distributions: dependency on the covariance matrix

2021 Communications in Nonlinear Science and Numerical Simulation
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High-order Approximations to Call Option Prices in the Heston Model

2020 Social Science Research Network
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Dyson type formula for pure jump Lévy processes with some applications to finance

2019 Stochastic Processes and their Applications
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Decomposition Formula For Jump Diffusion Models

2018 Journal of Enterprising Culture
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DECOMPOSITION FORMULA FOR JUMP DIFFUSION MODELS

2018 International Journal of Theoretical and Applied Finance
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Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications

2017 International Journal of Stochastic Analysis
- Raúl Merino
- Josep Vives
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A Malliavin-Skorohod calculus in L^0 and L^1 for additive and Volterra-type processes

2017 Stochastics An International Journal of Probability and Stochastic Processes
- Giulia Di Nunno
- Josep Vives
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Stochastic integration by parts and functional Itô calculus.

2016
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Statistical Methods and Applications in Insurance and Finance : CIMPA School, Marrakech and El Kelaa M'gouna, Morocco, April 2013

2016
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