Joan del Castillo

Identifiers

• name variant Joan del Castillo 0.60 · backfill

Papers (3)

1. The full-tails gamma distribution applied to model extreme values math.ST · 2012 · author #1
2. Methods to distinguish between polynomial and exponential tails stat.ME · 2011 · author #1
3. Hedging of time discrete auto-regressive stochastic volatility options q-fin.PR · 2011 · author #1

Mentions

• 1211.0130 #1 · backfill · confidence 0.70 Joan del Castillo
• 1112.0514 #1 · backfill · confidence 0.70 Joan del Castillo
• 1110.6322 #1 · backfill · confidence 0.70 Joan del Castillo

Frequent Coauthors

• Jalila Daoudi 2 shared papers
• Isabel Serra 1 shared papers
• Juan-Pablo Ortega 1 shared papers
• Richard Lockhart 1 shared papers