E. Villamor

activity

19952020

collaborators

5 papers

q-fin.PR2020

Pricing Exchange Options under Stochastic Correlation

Enrique Villamor, Pablo Olivares

In this paper we study the pricing of exchange options when underlying assets have stochastic volatility and stochastic correlation. An approximation using a closed-form approximat…

math.CV2005

A generalization of Riesz's uniqueness theorem

Enrique Villamor

There have been, over the last 8 years, a number of far reaching extensions of the famous original F. and M. Riesz's uniqueness theorem that states that if a bounded analytic funct…

math.CV2005

Discreteness and openness for mappings of finite distortion in the critical case $p = n - 1$

Enrique Villamor

Let $F \in W_{l oc}^{1, n} (Ω; R^{n})$ be a mapping with non-negative Jacobian $J_{F} (x) = det D F (x) \geq 0$ a.e. in a domain $Ω \in R^{n}$ . The dilatation of the mapping $F$ is d…

math.CV2005

Boundary limits for bounded quasiregular mappings

Bao Qin Li, Enrique Villamor

In this paper we establish results on the existence of nontangential limits for weighted $\Cal A$-harmonic functions in the weighted Sobolev space $W_{w}^{1, q} (B^{n})$ , for some $…

math.CV1995

Mappings with Integrable Dilatation in Higher Dimensions

Juan J. Manfredi, Enrique Villamor

Let $F \in W_{loc}^{1, n} (Ω; R^{n})$ be a mapping with nonnegative Jacobian $J_{F} (x) = det D F (x) \geq 0$ for a.e. $x$ in a domain $Ω \subset R^{n}$ . The {\it dilatation} of $F…

Pricing Exchange Options under Stochastic Correlation

A generalization of Riesz's uniqueness theorem

Discreteness and openness for mappings of finite distortion in the critical case p=n−1

Boundary limits for bounded quasiregular mappings

Mappings with Integrable Dilatation in Higher Dimensions

Discreteness and openness for mappings of finite distortion in the critical case $p = n - 1$