Jorge A. León

Publication Activity (10 Years)

Years Active: 2002-2017
Publications (10 Years): 1

Top Topics

Fractional Order

Parametric Models

Inverted Pendulum

Complex Networks

Top Venues

SIAM J. Financial Math.

Publications

Elisa Alòs, Jorge A. León
On the Curvature of the Smile in Stochastic Volatility Models. SIAM J. Financial Math. 8 (1) (2017)
Jorge A. León, Armando Fabian Lugo-Peñaloza, Guillermo Fernández-Anaya, Rafael Martínez-Martínez
Synchronization of complex networks of fractional order nonlinear systems. CCE (2013)
Jorge A. León, Guillermo Fernández-Anaya, Rafael Martínez-Martínez
Fractional order systems: an Approach to the initial value problem and its stability. CCE (2013)
Rafael Martínez-Martínez, Juan Luis Mata-Machuca, Rafael Martínez-Guerra, Jorge A. León, Guillermo Fernández-Anaya
Synchronization of nonlinear fractional order systems. Appl. Math. Comput. 218 (7) (2011)
Rafael Martínez-Martínez, Juan Luis Mata-Machuca, Rafael Martínez-Guerra, Jorge A. León, Guillermo Fernández-Anaya
A new observer for nonlinear fractional order systems. CDC/ECC (2011)
Elisa Alòs, Jorge A. León, Josep Vives
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. Finance Stochastics 11 (4) (2007)
Jorge A. León, Josep L. Solé, Frederic Utzet, Josep Vives
On Lévy processes, Malliavin calculus and market models with jumps. Finance Stochastics 6 (2) (2002)