Jorge A. León

According to our database, Jorge A. León authored at least 7 papers between 2002 and 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2017

On the Curvature of the Smile in Stochastic Volatility Models.

Elisa Alòs, Jorge A. León

SIAM J. Financial Math., 2017

2013

Synchronization of complex networks of fractional order nonlinear systems.

Jorge A. León, Armando Fabian Lugo-Peñaloza, Guillermo Fernández-Anaya, Rafael Martínez-Martínez

Proceedings of the 10th International Conference on Electrical Engineering, 2013

Fractional order systems: an Approach to the initial value problem and its stability.

Jorge A. León, Guillermo Fernández-Anaya, Rafael Martínez-Martínez

Proceedings of the 10th International Conference on Electrical Engineering, 2013

2011

Synchronization of nonlinear fractional order systems.

Rafael Martínez-Martínez, Juan Luis Mata-Machuca, Rafael Martínez-Guerra, Jorge A. León, Guillermo Fernández-Anaya

Appl. Math. Comput., 2011

A new observer for nonlinear fractional order systems.

Rafael Martínez-Martínez, Juan Luis Mata-Machuca, Rafael Martínez-Guerra, Jorge A. León, Guillermo Fernández-Anaya

Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

2007

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

Elisa Alòs, Jorge A. León, Josep Vives

Finance Stochastics, 2007

2002

On Lévy processes, Malliavin calculus and market models with jumps.

Jorge A. León, Josep L. Solé, Frederic Utzet, Josep Vives

Finance Stochastics, 2002