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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

Finance and stochastics, 2007-10, Vol.11 (4), p.571-589

2007

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The first report of deep-sea litter in the South-Western Caribbean Sea

Marine pollution bulletin, 2020-08, Vol.157, p.111327-111327, Article 111327

2020

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Representation of solutions to sticky stochastic differential equations

Stochastics and dynamics, 2023-02, Vol.23 (1)

2023

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The polymorphism T1470A of the SLC16A1 gene is associated with the lactate and ventilatory thresholds but not with fat oxidation capacity in young men

European journal of applied physiology, 2024-06, Vol.124 (6), p.1835-1843

2024

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An Intuitive Introduction to Fractional and Rough Volatilities

Mathematics (Basel), 2021-05, Vol.9 (9), p.994

2021

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On local linearization method for stochastic differential equations driven by fractional Brownian motion

Stochastic analysis and applications, 2021-01, Vol.39 (1), p.55-90

2021

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A note on the implied volatility of floating strike Asian options

Decisions in economics and finance, 2019-12, Vol.42 (2), p.743-758

2019

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Chronic Effect of Fatmax Training on Body Weight, Fat Mass, and Cardiorespiratory Fitness in Obese Subjects: A Meta-Analysis of Randomized Clinical Trials

International journal of environmental research and public health, 2020-10, Vol.17 (21), p.7888

2020

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Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3

Stochastics and dynamics, 2021-02, Vol.21 (1), p.2050039

2021

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Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with 1/4<H<1/2

Journal of theoretical probability, 2020-09, Vol.33 (3), p.1211-1237

2020

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Degradation, Promoter Recruitment and Transactivation Mediated by the Extreme N-Terminus of MHC Class II Transactivator CIITA Isoform III

PloS one, 2016-02, Vol.11 (2), p.e0148753-e0148753

2016

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On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation

Quantitative finance, 2016-01, Vol.16 (1), p.31-42

2016

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Exercise Fat Oxidation Is Positively Associated with Body Fatness in Men with Obesity: Defying the Metabolic Flexibility Paradigm

International journal of environmental research and public health, 2021-06, Vol.18 (13), p.6945

2021

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On the Curvature of the Smile in Stochastic Volatility Models

SIAM journal on financial mathematics, 2017-01, Vol.8 (1), p.373-399

2017

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Infrared Spectroscopy as a Tool to Study the Antioxidant Activity of Polyphenolic Compounds in Isolated Rat Enterocytes

Oxidative medicine and cellular longevity, 2016-01, Vol.2016 (2016), p.1-10

2016

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The implied volatility of Forward-Start options: ATM short-time level, skew and curvature

Stochastics (Abingdon, Eng. : 2005), 2019-01, Vol.91 (1), p.37-51

2019

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Stability for a class of semilinear fractional stochastic integral equations

Advances in difference equations, 2016-06, Vol.2016 (1), Article 166

2016

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Some Feller and Osgood type criteria for semilinear stochastic differential equations

Stochastics and dynamics, 2017-04, Vol.17 (2), p.1750011

2017

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Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than $1/2

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2020-08, Vol.26 (3)

León, Jorge A.

2020

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Extravisual opsins in the blind shrimp Creaseria morleyi: presence and expression

Nauplius, 2023, Vol.31

2023

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An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise

Statistics & probability letters, 2011-04, Vol.81 (4), p.470-477

2011

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Forward integration of bounded variation coefficients with respect to Hölder continuous processes

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2023-08, Vol.29 (3)

2023

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Synchronization of nonlinear fractional order systems

Applied mathematics and computation, 2011-12, Vol.218 (7), p.3338-3347

2011

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Stability of Some Anticipating Semilinear Stochastic Differential Equations of Skorohod Type

Journal of dynamics and differential equations, 2023-10

2023

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Local Malliavin calculus for Lévy processes and applications

Stochastics (Abingdon, Eng. : 2005), 2014-07, Vol.86 (4), p.551-572

2014

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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

The first report of deep-sea litter in the South-Western Caribbean Sea

Representation of solutions to sticky stochastic differential equations

The polymorphism T1470A of the SLC16A1 gene is associated with the lactate and ventilatory thresholds but not with fat oxidation capacity in young men

An Intuitive Introduction to Fractional and Rough Volatilities

On local linearization method for stochastic differential equations driven by fractional Brownian motion

A note on the implied volatility of floating strike Asian options

Chronic Effect of Fatmax Training on Body Weight, Fat Mass, and Cardiorespiratory Fitness in Obese Subjects: A Meta-Analysis of Randomized Clinical Trials

Semilinear fractional stochastic differential equations driven by a γ-Hölder continuous signal with γ > 2/3

Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with 1/4<H<1/2

Degradation, Promoter Recruitment and Transactivation Mediated by the Extreme N-Terminus of MHC Class II Transactivator CIITA Isoform III

On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation

Exercise Fat Oxidation Is Positively Associated with Body Fatness in Men with Obesity: Defying the Metabolic Flexibility Paradigm

On the Curvature of the Smile in Stochastic Volatility Models

Infrared Spectroscopy as a Tool to Study the Antioxidant Activity of Polyphenolic Compounds in Isolated Rat Enterocytes

The implied volatility of Forward-Start options: ATM short-time level, skew and curvature

Stability for a class of semilinear fractional stochastic integral equations

Some Feller and Osgood type criteria for semilinear stochastic differential equations

Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than $1/2

Extravisual opsins in the blind shrimp Creaseria morleyi: presence and expression

An Osgood criterion for integral equations with applications to stochastic differential equations with an additive noise

Forward integration of bounded variation coefficients with respect to Hölder continuous processes

Synchronization of nonlinear fractional order systems

Stability of Some Anticipating Semilinear Stochastic Differential Equations of Skorohod Type

Local Malliavin calculus for Lévy processes and applications

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