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Miquel Montero

Identifiers

  • name variant Miquel Montero 0.60 · backfill

Papers (34)

  1. Escape probabilities of compound renewal processes with drift math.PR · 2019 · author #3
  2. Continuous-time random walks with reset events: Historical background and new perspectives math-ph · 2017 · author #1
  3. Quantum and random walks as universal generators of probability distributions quant-ph · 2016 · author #1
  4. Invariance in Quantum Walks quant-ph · 2016 · author #1
  5. Sisyphus random walk math-ph · 2016 · author #1
  6. Classical-like behavior in quantum walks with inhomogeneous, time-dependent coin operators quant-ph · 2015 · author #1
  7. Invariance in quantum walks with time-dependent coin operators quant-ph · 2014 · author #1
  8. Uncertain growth and the value of the future q-fin.ST · 2013 · author #2
  9. Quantum walk with a general coin: Exact solution and asymptotic properties quant-ph · 2013 · author #1
  10. Unidirectional quantum walks: evolution and exit times quant-ph · 2013 · author #1
  11. Monotonous continuous-time random walks with drift and stochastic reset events math-ph · 2012 · author #1
  12. Parrondo-like behavior in continuous-time random walks with memory math-ph · 2011 · author #1
  13. On the effect of random inhomogeneities in Kerr-media modelled by non-linear Schrodinger equation physics.optics · 2010 · author #2
  14. Exit times in non-Markovian drifting continuous-time random walk processes math.PR · 2010 · author #1
  15. On properties of Continuous-Time Random Walks with Non-Poissonian jump-times q-fin.ST · 2008 · author #2
  16. Perpetual American vanilla option pricing under single regime change risk. An exhaustive study q-fin.PR · 2008 · author #1
  17. Predator-Prey Model for Stock Market Fluctuations q-fin.TR · 2008 · author #1
  18. Renewal equations for option pricing q-fin.PR · 2007 · author #1
  19. Perpetual American options within CTRW's q-fin.PR · 2007 · author #1
  20. Non-independent continuous time random walks physics.data-an · 2007 · author #1
  21. Volatility and dividend risk in perpetual American options physics.soc-ph · 2006 · author #1
  22. Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion physics.soc-ph · 2006 · author #2
  23. Mean Exit Time and Survival Probability within the CTRW Formalism physics.soc-ph · 2006 · author #1
  24. Scaling and data collapse for the mean exit time of asset prices physics.soc-ph · 2005 · author #1
  25. Extreme times in financial markets cond-mat.other · 2004 · author #2
  26. Activity autocorrelation in financial markets. A comparative study between several models cond-mat.stat-mech · 2003 · author #3
  27. The CTRW in finance: Direct and inverse problems with some generalizations and extensions cond-mat.stat-mech · 2003 · author #2
  28. Partial Derivative Approach for Option Pricing in a Simple Stochastic Volatility Model cond-mat.stat-mech · 2003 · author #1
  29. A continuous time random walk model for financial distributions cond-mat.stat-mech · 2002 · author #2
  30. An application of Malliavin Calculus to Finance cond-mat.stat-mech · 2001 · author #2
  31. Return or stock price differences cond-mat.stat-mech · 2001 · author #2
  32. Integrated random processes exhibiting long tails, finite moments and 1/f spectra cond-mat.stat-mech · 2000 · author #2
  33. A dynamical model describing stock market price distributions cond-mat.stat-mech · 2000 · author #2
  34. All-sky search algorithms for monochromatic signals in resonant bar GW detector data gr-qc · 1998 · author #2

Mentions

  • 1505.07996 #1 · backfill · confidence 0.70 Miquel Montero
  • 1410.0550 #1 · backfill · confidence 0.70 Miquel Montero
  • 1311.4068 #2 · backfill · confidence 0.70 Miquel Montero
  • 1310.7486 #1 · backfill · confidence 0.70 Miquel Montero
  • 1306.1807 #1 · backfill · confidence 0.70 Miquel Montero
  • 1206.4570 #1 · backfill · confidence 0.70 Miquel Montero
  • 1107.2346 #1 · backfill · confidence 0.70 Miquel Montero
  • 1003.4408 #2 · backfill · confidence 0.70 Miquel Montero
  • 1002.0571 #1 · backfill · confidence 0.70 Miquel Montero
  • 0812.2148 #2 · backfill · confidence 0.70 Miquel Montero
  • 0812.0556 #1 · backfill · confidence 0.70 Miquel Montero
  • 0810.4844 #1 · backfill · confidence 0.70 Miquel Montero
  • 0711.2624 #1 · backfill · confidence 0.70 Miquel Montero
  • 0708.0544 #1 · backfill · confidence 0.70 Miquel Montero
  • 0707.4087 #1 · backfill · confidence 0.70 Miquel Montero

Frequent Coauthors