José E. Figueroa‐López

1. Small-time expansions for the transition distributions of Lévy processes
   2008/09/04 by José E. Figueroa‐López, José E. Figueroa-López, Christian Houdré +2 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F99 #60G51 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F99 #msc:60G51
2. Short-time expansions for close-to-the-money options under a L 'evy jump\n model with stochastic volatility
   2014/04/02 by José E. Figueroa‐López, Sveinn Ólafsson, Figueroa-López, José E. +2 · 1 citation
   Business, Management and Accounting · Economics, Econometrics and Finance · Mathematics · #60F99 #60G51 #91G20 #91G60 #Advanced Queuing Theory Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
   2022/09/21 by B. Cooper Boniece, José E. Figueroa‐López, Boniece, B. Cooper +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Econometrics (econ.EM) #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Finance (q-fin.ST) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications