José Manuel Corcuera

Publication Activity (10 Years)

Years Active: 2004-2024
Publications (10 Years): 1

Top Topics

Fractional Order

Top Venues

Publications

José Manuel Corcuera, Rubén Jiménez
Fractional signature: a generalisation of the signature inspired by fractional calculus. CoRR (2024)
José Manuel Corcuera, David Nualart, Wim Schoutens
Completion of a Lévy market by power-jump assets. Finance Stochastics 9 (1) (2005)
José Manuel Corcuera, Peter Imkeller, Arturo Kohatsu-Higa, David Nualart
Additional utility of insiders with imperfect dynamical information. Finance Stochastics 8 (3) (2004)