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Albert Ferreiro Castilla

  • 22 Citations
  • 3 h-Index
20102012

Research output per year

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Research Output

  • 22 Citations
  • 3 h-Index
  • 4 Article

Inversion of Analytic Characteristic Functions and Infinite Convolutions of Exponential and Laplace Densities

Ferreiro-Castilla, A. & Utzet, F., 1 Mar 2012, In : Journal of Theoretical Probability. 25, 1, p. 205-230

Research output: Contribution to journalArticleResearchpeer-review

  • 3 Citations (Scopus)

    The β -Meixner model

    Ferreiro-Castilla, A. & Schoutens, W., 1 Mar 2012, In : Journal of Computational and Applied Mathematics. 236, 9, p. 2466-2476

    Research output: Contribution to journalArticleResearchpeer-review

  • 6 Citations (Scopus)

    Lévy area for Gaussian processes: A double Wiener-ItÔ integral approach

    Ferreiro-Castilla, A. & Utzet, F., 1 Sep 2011, In : Statistics and Probability Letters. 81, 9, p. 1380-1391

    Research output: Contribution to journalArticleResearchpeer-review

  • 1 Citation (Scopus)

    On the density of log-spot in the Heston volatility model

    Del Bao Rollin, S., Ferreiro-Castilla, A. & Utzet, F., 1 Sep 2010, In : Stochastic Processes and their Applications. 120, 10, p. 2037-2063

    Research output: Contribution to journalArticleResearchpeer-review

  • 12 Citations (Scopus)