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)

Asymptotic Analysis of Stock Price Densities and Implied Volatilities in Mixed Stochastic Models. - Archil Gulisashvili; Josep Vives (SIAM J. Financial Math., 2015)

Topological features of multivariate distributions: Dependency on the covariance matrix. - Lloyd L. Aromi; Yuri A. Katz; Josep Vives (Commun. Nonlinear Sci. Numer. Simul., 2021)

Neural SDEs for Conditional Time Series Generation and the Signature-Wasserstein-1 metric. - Pere Díaz Lozano; Toni Lozano Bagén; Josep Vives (CoRR, 2023)

Approximate option pricing under a two-factor Heston-Kou stochastic volatility model. - Youssef El-Khatib; Zororo S. Makumbe; Josep Vives (Comput. Manag. Sci., 2024)

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)