### Generalized percolation in random directed networks

Marian Boguña,M. Angeles Serrano

PHYSICAL REVIEW E
72
16106
(2005)

abstract

### Tuning clustering in random networks with arbitrary degree distributions

M. Angeles Serrano, Marian Boguña

PHYSICAL REVIEW E
72
36133
(2005)

abstract

### Efficiency of informational transfer in regular and complex networks

I. Vragovic, E. Louis, Albert Diaz-Guilera

PHYSICAL REVIEW E
71
36122
(2005)

abstract

### Scaling and data collapse for the mean exit time of asset prices

M. Montero, Josep Perello, Jaume Masoliver, F. Lillo, S. Micciche, R.N. Mantegna

PHYSICAL REVIEW E
72
56101
(2005)

abstract

### Competition and adaptation in an Internet evolution model

M. Angeles Serrano, Marian Boguña, Albert Diaz-Guilera

PHYSICAL REVIEW LETTERS
94
38701
(2005)

abstract

### Role of multifractal sources in the analysis of stock market time series

A. Turiel, Conrad J. Perez-Vicente

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
355
475 496
(2005)

abstract

### Extreme times in financial markets

Jaume Masoliver, M. Montero, Josep Perello

PHYSICAL REVIEW E
71
56130
(2005)

abstract

### Finitely connected vector spin systems with random matrix interactions

A.C.C Coolen, N.S. Skantzos, I.P. Castillo, Conrad J. Perez Vicente, J.P.L. Hatchett, B. Wemmenhove, T. Nikoletopoulos

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
38
8289 8317
(2005)

abstract

### Diffusion Entropy technique applied to the study of the market activity

L. Palatella, Josep Perello, M. Montero, Jaume Masoliver

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
355
131 137
(2005)

abstract

### Hints for an extension of the early exercise premium formula for American options

H.P. Bermin, A. Kohatsu-Higa, Josep Perello

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
355
152 157
(2005)

abstract

### Weighted configuration model

M. Ángeles Serrano, Marián Boguñá

AIP Conference Proceedings
776
101
(2005)

abstract

### A model for noise effects on fibre tract trajectories in diffusion tensor imaging: theory and simulations

Marián Boguñá; Pajevic, S; Basser, PJ; Weiss, GH

NEW JOURNAL OF PHYSICS
7
24
(2005)

abstract

### Models of social networks based on social distance attachment

Marian Boguña, Romualdo Pastor-Satorras, Albert Diaz-Guilera, Alex Arenas

PHYSICAL REVIEW E
70
56122
(2004)

abstract

### Cut-offs and finite size effects in scale-free networks

Marian Boguña, Romualdo Pastor-Satorras, A. Vespignani

EUROPEAN PHYSICAL JOURNAL B
38
205 209
(2004)

abstract

### Community analysis in social networks

Alex Arenas, L. Danon, Albert Diaz-Guilera, P.M. Gleiser, R. Guimera

EUROPEAN PHYSICAL JOURNAL B
38
373 380
(2004)

abstract

### Emergence of complex dynamics in a simple model of signaling networks

L.A.N. Amaral, Albert Diaz-Guilera, A.A. Moreira, A. L. Goldberger, L.A. Lipsitz

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
101
15551 15555
(2004)

abstract

### A comparison between several correlated stochastic volatility models

Josep Perello, Jaume Masoliver, N. Anento

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
344
134 137
(2004)

abstract

### Activity autocorrelation in financial markets - A comparative study between several models

L. Palatella, Josep Perello, M. Montero, Jaume Masoliver

EUROPEAN PHYSICAL JOURNAL B
38
671 677
(2004)

abstract

### Conditional dynamics driving financial markets

Marian Boguña, Jaume Masoliver

EUROPEAN PHYSICAL JOURNAL B
40
347 352
(2004)

abstract

### Partial derivative approach for option pricing in a simple stochastic volatility model

M. Montero

EUROPEAN PHYSICAL JOURNAL B
42
141 153
(2004)

abstract

### Self-similar community structure in a network of human interactions

R. Guimera, L. Danon, Albert Diaz-Guilera, F. Giralt, Alex Arenas

PHYSICAL REVIEW E
68
65103
(2003)

abstract

### Absence of epidemic threshold in scale-free networks with degree correlations

Marian Boguña, Romualdo Pastor-Satorras, A. Vespignani

PHYSICAL REVIEW LETTERS
90
28701
(2003)

abstract

### Class of correlated random networks with hidden variables

Marian Boguña, Romualdo Pastor-Satorras

PHYSICAL REVIEW E
68
36112
(2003)

abstract

### Topology of the world trade web

M. Angeles Serrano, Marian Boguña

PHYSICAL REVIEW E
68
15101
(2003)

abstract

### Continuous-time random-walk model for financial distributions

Jaume Masoliver, M. Montero, George H. Weiss

PHYSICAL REVIEW E
67
21112
(2003)

abstract

### Topology and correlations in structured scale-free networks

A. Vazquez, Marian Boguña, Yamir Moreno, Romualdo Pastor-Satorras, A. Vespignani

PHYSICAL REVIEW E
67
46111
(2003)

abstract

### Multifractal geometry in stock market time series

A. Turiel, Conrad J. Perez-Vicente

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
322
629 649
(2003)

abstract

### Random diffusion and leverage effect in financial markets

Josep Perello, Jaume Masoliver

PHYSICAL REVIEW E
67
37102
(2003)

abstract

### Nonequilibrium phase transition in a model for the propagation of innovations among economic agents

M. Llas, P.M. Gleiser, J.M. Lopez, Albert Diaz-Guilera

PHYSICAL REVIEW E
68
66101
(2003)

abstract

### Option pricing and perfect hedging on correlated stocks

Josep Perello, Jaume Masoliver

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
330
622 652
(2003)

abstract

### Malliavin Calculus applied to finance

M. Montero, A. Kohatsu-Higa

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
320
548 570
(2003)

abstract

### Optimization as a result of the interplay between dynamics and structure

M. Llas, P.M. Gleiser, Albert Diaz-Guilera, Conrad J. Perez Vicente

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
326
567 577
(2003)

abstract

### Partially and fully frustrated coupled oscillators with random pinning fields

A.C.C Coolen, Conrad J. Perez-Vicente

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
36
4477 4508
(2003)

abstract

### Epidemic spreading in complex networks with degree correlations

Marián Boguñá; Pastor-Satorras, R; Vespignani, A

STATISTICAL MECHANICS OF COMPLEX NETWORKS. LECTURE NOTES IN PHYSICS
625
127
(2003)

abstract

### Optimal network topologies for local search with congestion

R. Guimera, Albert Diaz-Guilera, F. Vega-Redondo, A. Cabrales, Alex Arenas

PHYSICAL REVIEW LETTERS
89
248701
(2002)

abstract

### Epidemic spreading in correlated complex networks

Marian Boguña, Romualdo Pastor-Satorras

PHYSICAL REVIEW E
66
47104
(2002)

abstract

### Dynamical properties of model communication networks

R. Guimera, Alex Arenas, Albert Diaz-Guilera, F. Giralt

PHYSICAL REVIEW E
66
26704
(2002)

abstract

### Modeling diffusion of innovations in a social network

X. Guardiola, Albert Diaz-Guilera, Conrad J. Perez Vicente, Alex Arenas, M. Llas

PHYSICAL REVIEW E
66
26121
(2002)

abstract

### The effect of non-ideal market conditions on option pricing

Josep Perello, Jaume Masoliver

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
308
420 442
(2002)

abstract

### Fat tails and colored noise in financial derivatives

Josep Perello, Jaume Masoliver

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
314
736 742
(2002)

abstract

### Return or stock price differences

M. Montero, Josep Perello, Jaume Masoliver

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
316
539 560
(2002)

abstract

### Communication in networks with hierarchical branching

Alex Arenas, Albert Diaz-Guilera, R. Guimera

PHYSICAL REVIEW LETTERS
86
3196 3199
(2001)

abstract

### Communication and optimal hierarchical networks

R. Guimera, Alex Arenas, Albert Diaz-Guilera

PHYSICA A
299
247 252
(2001)

abstract

### Coupled dynamics of fast spins and slow exchange interactions in the XY spin glass

Jongen, G Anemuller, J Bolle, D A.C.C Coolen, Conrad J. Perez-Vicente

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL
34
3957 3984
(2001)

abstract

### Statistics of dwell times in a reaction with randomly fluctuating rates

George H. Weiss, Jaume Masoliver

PHYSICA A
296
75 82
(2001)

abstract

### Integrated random processes exhibiting long tails, finite moments, and power-law spectra

Jaume Masoliver, M. Montero, McKane, A

PHYSICAL REVIEW E
64
11110
(2001)

abstract

### A discrete formulation of the theory of sojourn times in a two-state system

Marian Boguña, Jaume Masoliver, George H. Weiss

PHYSICA A
289
307 320
(2001)

abstract

### Rate constants from uncorrelated single-molecule data

Marián Boguñá; Kullman, L; Bezrukov, SM; Berezhkovskii, AM; Weiss, GH

JOURNAL OF PHYSICAL CHEMISTRY B
105
6246
(2001)

abstract

### Rate constants for slow conformational transitions and their sampling errors using single-molecule fluorescence spectroscopy

Marián Boguñá; Berezhkovskii, AM; Weiss, GH

JOURNAL OF PHYSICAL CHEMISTRY A
105
4898
(2001)