activity
20002026
most citedA continuous time random walk model for financial distributions

170 citations · 811 across the 36 of their papers we have counts for

collaborators

39 papers

physics.soc-ph2026

A citizen science behavioural dataset of an urban collective-risk dilemma on air pollution mitigation under resource inequality

Marc Sadurní, Martín F. Díaz, Julián Vicens +4

This article describes a behavioural dataset from a collective-risk dilemma public experiment carried out in Barcelona, Spain, within the citizen science \textit{xAire} air quality…

q-fin.MF2023★ 6 cited

Discounting the distant future: What do historical bond prices imply about the long term discount rate?

J. Doyne Farmer, John Geanakoplos, Matteo G. Richiardi +3

We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. With the view of complex systems…

cond-mat.stat-mech2023

The effect of stochastic resettings on the counting of level crossings for inertial random processes

Miquel Montero, Matteo Palassini, Jaume Masoliver

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial…

math.PR2023

Merge of two oppositely biased Wiener processes

Miquel Montero

We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coeffi…

q-fin.MF2019★ 7 cited

Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation

Josep Perelló, Miquel Montero, Jaume Masoliver +2

High future discounting rates favor inaction on present expending while lower rates advise for a more immediate political action. A possible approach to this key issue in global ec…

math.PR2019

Escape probabilities of compound renewal processes with drift

Javier Villarroel, Juan A. Vega, Miquel Montero

We consider the problem of determining escape probabilities from an interval of a general compound renewal process with drift. This problem is reduced to the solution of a certain…