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Jaume Masoliver
Jaume Masoliver
Catedràtic de física, Universitat de Barcelona
Verified email at ub.edu
Title
Cited by
Cited by
Year
Continuous-time random-walk model for financial distributions
J Masoliver, M Montero, GH Weiss
Physical Review E 67 (2), 021112, 2003
2352003
Bistability driven by Gaussian colored noise: First-passage times
J Masoliver, BJ West, K Lindenberg
Physical Review A 35 (7), 3086, 1987
1671987
Generalized Langevin equations: Anomalous diffusion and probability distributions
JM Porra, KG Wang, J Masoliver
Physical Review E 53 (6), 5872, 1996
1541996
The continuous time random walk, still trendy: fifty-year history, state of art and outlook
R Kutner, J Masoliver
The European Physical Journal B 90, 1-13, 2017
1262017
A continuous-time generalization of the persistent random walk
J Masoliver, K Lindenberg, GH Weiss
Physica A: Statistical Mechanics and its Applications 157 (2), 891-898, 1989
1091989
Finite-velocity diffusion
J Masoliver, GH Weiss
European Journal of Physics 17 (4), 190, 1996
981996
Properties of resonant activation phenomena
M Boguná, JM Porra, J Masoliver, K Lindenberg
Physical Review E 57 (4), 3990, 1998
971998
Some two and three-dimensional persistent random walks
J Masoliver, JM Porra, GH Weiss
Physica A: Statistical Mechanics and its Applications 193 (3-4), 469-482, 1993
961993
Telegraphic processes with stochastic resetting
J Masoliver
Physical Review E 99 (1), 012121, 2019
912019
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
882006
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
842004
When the telegrapher's equation furnishes a better approximation to the transport equation than the diffusion approximation
JM Porra, J Masoliver, GH Weiss
Physical Review E 55 (6), 7771, 1997
841997
Solutions of the telegrapher’s equation in the presence of traps
J Masoliver, JM Porra, GH Weiss
Physical Review A 45 (4), 2222, 1992
821992
Continuous time persistent random walk: a review and some generalizations
J Masoliver, K Lindenberg
The European Physical Journal B 90, 1-13, 2017
792017
Multiple time scales and the exponential Ornstein–Uhlenbeck stochastic volatility model
J Masoliver, J Perelló
Quantitative Finance 6 (5), 423-433, 2006
792006
Solution to the telegrapher’s equation in the presence of reflecting and partly reflecting boundaries
J Masoliver, JM Porra, GH Weiss
Physical Review E 48 (2), 939, 1993
791993
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
702002
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
642008
First-passage times for non-Markovian processes: Shot noise
J Masoliver
Physical Review A 35 (9), 3918, 1987
611987
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
572008
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