Jorge A. León
Elisa Alòs
Jorge A. León
On the Curvature of the Smile in Stochastic Volatility Models.
373-399
2017
8
SIAM J. Financial Math.
1
https://doi.org/10.1137/16M1086315
db/journals/siamfm/siamfm8.html#AlosL17
Jorge A. León
Armando Fabian Lugo-Peñaloza
Guillermo Fernández-Anaya
Rafael Martínez-Martínez
Synchronization of complex networks of fractional order nonlinear systems.
92-97
2013
CCE
https://doi.org/10.1109/ICEEE.2013.6676020
conf/iceee/2013
db/conf/iceee/iceee2013.html#LeonLFM13
Jorge A. León
Guillermo Fernández-Anaya
Rafael Martínez-Martínez
Fractional order systems: an Approach to the initial value problem and its stability.
98-103
2013
CCE
https://doi.org/10.1109/ICEEE.2013.6676076
conf/iceee/2013
db/conf/iceee/iceee2013.html#LeonFM13
Rafael Martínez-Martínez
Juan Luis Mata-Machuca
Rafael Martínez-Guerra
Jorge A. León
Guillermo Fernández-Anaya
Synchronization of nonlinear fractional order systems.
3338-3347
2011
218
Appl. Math. Comput.
7
https://doi.org/10.1016/j.amc.2011.08.075
db/journals/amc/amc218.html#Martinez-MartinezMMLF11
Rafael Martínez-Martínez
Juan Luis Mata-Machuca
Rafael Martínez-Guerra
Jorge A. León
Guillermo Fernández-Anaya
A new observer for nonlinear fractional order systems.
3319-3324
2011
CDC/ECC
https://doi.org/10.1109/CDC.2011.6160727
conf/cdc/2011
db/conf/cdc/cdc2011.html#Martinez-MartinezMMLF11
Elisa Alòs
Jorge A. León
Josep Vives
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility.
571-589
2007
11
Finance Stochastics
4
https://doi.org/10.1007/s00780-007-0049-1
db/journals/fs/fs11.html#AlosLV07
Jorge A. León
Josep L. Solé
Frederic Utzet
Josep Vives
On Lévy processes, Malliavin calculus and market models with jumps.
197-225
2002
6
Finance Stochastics
2
https://doi.org/10.1007/s007800100055
db/journals/fs/fs6.html#LeonSUV02
Elisa Alòs
Guillermo Fernández-Anaya
Armando Fabian Lugo-Peñaloza
Rafael Martínez-Guerra
Rafael Martínez-Martínez
Juan Luis Mata-Machuca
Josep L. Solé
Frederic Utzet
Josep Vives