4 citations · 5 across the 2 of their papers we have counts for
2 papers
q-fin.ST2008★ 4 cited
On properties of Continuous-Time Random Walks with Non-Poissonian jump-times
Javier Villarroel, Miquel Montero
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equati…
physics.soc-ph2006★ 1 cited
Stochastic model for market stocks with strong resistance
Javier Villarroel
We present several models to describe the stochastic evolution of stocks that show some strong resistance at some level and generalize to this situation the evolution based upon ge…