Josep Vives

According to our database, Josep Vives authored at least 7 papers between 2002 and 2025.

Collaborative distances:

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

2025

Decomposition of the option pricing formula for infinite activity jump-diffusion stochastic volatility models.

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives

Math. Comput. Simul., 2025

2024

Approximate option pricing under a two-factor Heston-Kou stochastic volatility model.

Youssef El-Khatib, Zororo S. Makumbe, Josep Vives

Comput. Manag. Sci., June, 2024

2023

Neural SDEs for Conditional Time Series Generation and the Signature-Wasserstein-1 metric.

Pere Díaz Lozano, Toni Lozano Bagén, Josep Vives

CoRR, 2023

2021

Topological features of multivariate distributions: Dependency on the covariance matrix.

Lloyd L. Aromi, Yuri A. Katz, Josep Vives

Commun. Nonlinear Sci. Numer. Simul., 2021

2015

Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models.

Archil Gulisashvili, Josep Vives

SIAM J. Financial Math., 2015

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