Jose E Figueroa Lopez

Washington University Saint Louis - St. Louis / United States

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 1332019

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Jose E Figueroa Lopez's MOST POPULAR ARTICLES

1-) Dynamic Portfolio Optimization with a Defaultable Security and Regime‐SwitchingA Capponi, JE Figueroa‐LópezMathematical Finance 24 (2), 207-249, 2014712014

2-) Nonparametric estimation for Lévy models based on discrete-samplingJE Figueroa-LópezLecture notes-monograph series, 117-146, 2009682009

3-) Small-time expansions for the transition distributions of Lévy processesJE Figueroa-López, C HoudréStochastic Processes and their applications 119 (11), 3862-3889, 2009702009

4-) Small-time moment asymptotics for Lévy processesJE Figueroa-LópezStatistics & Probability Letters 78 (18), 3355-3365, 2008702008

5-) The small-maturity smile for exponential Lévy modelsJE Figueroa-López, M FordeSIAM Journal on Financial Mathematics 3 (1), 33-65, 2012542012

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