On Lévy processes, Malliavin calculus and market models with jumps. - Jorge A. León; Josep L. Solé; Frederic Utzet; Josep Vives (Finance Stochastics, 2002)

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)

A new observer for nonlinear fractional order systems. - Rafael Martínez-Martínez; Juan Luis Mata-Machuca; Rafael Martínez-Guerra; Jorge A. León; Guillermo Fernández-Anaya (CDC/ECC, 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)

Fractional order systems: an Approach to the initial value problem and its stability. - Jorge A. León; Guillermo Fernández-Anaya; Rafael Martínez-Martínez (CCE, 2013)

Synchronization of complex networks of fractional order nonlinear systems. - Jorge A. León; Armando Fabian Lugo-Peñaloza; Guillermo Fernández-Anaya; Rafael Martínez-Martínez (CCE, 2013)

On the Curvature of the Smile in Stochastic Volatility Models. - Elisa Alòs; Jorge A. León (SIAM J. Financial Math., 2017)