Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Josep Vives

Anticipative Integrals With Respect to a Filtered Lévy Process and Lévy–Itô Decomposition

Communications on Stochastic Analysis

Statistics

Probability

2017

English

A Hull and White Formula for a Stochastic Volatility Lévy Model With Infinite Activity

Communications on Stochastic Analysis

Statistics

Probability

2013

English

On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility

Finance and Stochastics

English

A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model With Applications to the Study of the Short-Time Behavior of the Implied Volatility

SSRN Electronic Journal

2008

English

Related publications

Corporate Political Contributions and Stock Returns

English

How Do Quasi-Random Option Grants Affect CEO Risk-Taking?

English

Self-Fulfilling Liquidity Dry-Ups

English

CEO Preferences and Acquisitions

English

Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market

English

Ambiguous Information, Portfolio Inertia, and Excess Volatility

English

Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

English

Incentivizing Calculated Risk-Taking: Evidence From an Experiment With Commercial Bank Loan Officers

English

Learning From Coworkers: Peer Effects on Individual Investment Decisions

English

Executive Compensation and the Maturity Structure of Corporate Debt

English

Amanote Research

Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Josep Vives

Anticipative Integrals With Respect to a Filtered Lévy Process and Lévy–Itô Decomposition

A Hull and White Formula for a Stochastic Volatility Lévy Model With Infinite Activity

On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility

A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model With Applications to the Study of the Short-Time Behavior of the Implied Volatility

Related publications

Corporate Political Contributions and Stock Returns

How Do Quasi-Random Option Grants Affect CEO Risk-Taking?

Self-Fulfilling Liquidity Dry-Ups

CEO Preferences and Acquisitions

Asset Quality Misrepresentation by Financial Intermediaries: Evidence From the RMBS Market

Ambiguous Information, Portfolio Inertia, and Excess Volatility

Diversification and Its Discontents: Idiosyncratic and Entrepreneurial Risk in the Quest for Social Status

Incentivizing Calculated Risk-Taking: Evidence From an Experiment With Commercial Bank Loan Officers

Learning From Coworkers: Peer Effects on Individual Investment Decisions

Executive Compensation and the Maturity Structure of Corporate Debt