josep-perello documents

A comparison between several correlated stochastic volatility models
Documents A comparison between several correlated stochastic volatility models
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model
Documents Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model
Option pricing and perfect hedging on correlated stocks
Documents Option pricing and perfect hedging on correlated stocks
Fat tails and colored noise in financial derivatives
Documents Fat tails and colored noise in financial derivatives
Emerging strategies when facing uncertainties: Mr Banks game as a case study
Science Emerging strategies when facing uncertainties: Mr Banks game as a case study
STEM4youth EU project or when research is done with schools
Science STEM4youth EU project or when research is done with schools
Can science be social? Collective and Citizen Experimentation in Computational Social Sciences
Science Can science be social? Collective and Citizen Experimentation in Computational Social Sciences
Collective experimentation on human behaviour using citizen science practices
Science Collective experimentation on human behaviour using citizen science practices
How to collaborate with a city & the idea of Pop-‐Up Experiments – sharing experiences from Barcelona
Science How to collaborate with a city & the idea of Pop-‐Up Experiments – sharing experiences from Barcelona