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Josep Vives

1 paper here

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  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.GN1
ORCID 0000-0002-6279-1085

identity via Semantic Scholar / OpenAlex

most citedTwo-sided estimates for stock price distribution densities in jump-diffusion models

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.GN2010★ 1 cited

Two-sided estimates for stock price distribution densities in jump-diffusion models

Archil Gulisashvili, Josep Vives

We consider uncorrelated Stein-Stein, Heston, and Hull-White models and their perturbations by compound Poisson processes with jump amplitudes distributed according to a double exp…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.