170 citations · 1.2k across the 37 of their papers we have counts for
38 papers
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…
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…
Counting of level crossings for inertial random processes: Generalization of the Rice formula
Jaume Masoliver, Matteo Palassini
We address the counting of level crossings for inertial stochastic processes. We review Rice's approach to the problem and generalize the classical Rice formula to include all Gaus…
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…
The Continuous Time Random Walk, still trendy: Fifty-year history, state of art, and outlook
Ryszard Kutner, Jaume Masoliver
In this issue we demonstrate the very inspiring role of the continuous-time random walk (CTRW) formalism and its numerous modifications thanks to their flexibility and various appl…
Non-stationary Feller process with time-varying coefficients
Jaume Masoliver
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In…