Additional utility of insiders with imperfect dynamical information. - José Manuel Corcuera; Peter Imkeller; Arturo Kohatsu-Higa; David Nualart (Finance Stochastics, 2004)

Completion of a Lévy market by power-jump assets. - José Manuel Corcuera; David Nualart; Wim Schoutens (Finance Stochastics, 2005)

Fractional signature: a generalisation of the signature inspired by fractional calculus. - José Manuel Corcuera; Rubén Jiménez (CoRR, 2024)