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researcher

F. Utzet

14 papers hereh-index 171.1k citations43 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author1
  • last author13

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • math.PR13
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20072016
most citedA new look at the Heston characteristic function

19 citations · 56 across the 12 of their papers we have counts for

collaborators
Showing 2007Show all

1 paper · 1 filter

math.PR2007★ 2 cited

A family of martingales generated by a process with independent increments

Josep Lluís Solé, Frederic Utzet

An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relatio…

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