### 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)

abstract

### Evaluation of rate constants for conformational transitions using single-molecule fluorescence spectroscopy

Berezhkovskii, AM; Marián Boguñá; Weiss, GH

CHEMICAL PHYSICS LETTERS
336
321
(2001)

abstract

### Synchronization, diversity, and topology of networks of integrate and fire oscillators

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

PHYSICAL REVIEW E
62
5565 5570
(2000)

abstract

### Self-organized evolution in a socioeconomic environment

Alex Arenas, Albert Diaz-Guilera, Conrad J. Perez Vicente, F. Vega-Redondo

PHYSICAL REVIEW E
61
3466 3469
(2000)

abstract

### A dynamical model describing stock market price distributions

Jaume Masoliver, M. Montero, J.M. Porra

PHYSICA A
283
559 567
(2000)

abstract

### Black-Scholes option pricing within Ito and Stratonovich conventions

Josep Perello, J.M. Porra, M. Montero, Jaume Masoliver

PHYSICA A
278
260 274
(2000)

abstract

### The asymptotic form of the probability density of sojourn times in randomly changing multistate systems

Marian Boguña, Jaume Masoliver, George H. Weiss

PHYSICA A
284
13 22
(2000)

abstract

### Continued fraction solution for the radiative transfer equation in three dimensions

Marian Boguña, J.M. Porra, Jaume Masoliver

PHYSICAL REVIEW E
61
6248 6254
(2000)

abstract

### Residence time densities for non-Markovian systems. (I). The two-state system

Marián Boguñá; Berezhkovskii, AM; Weiss, GH

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
282
475
(2000)

abstract

### Residence time densities for non-Markovian systems. (II). The N-state system

Marián Boguñá; Weiss, GH

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
282
486
(2000)

abstract

### Occupancy of a single site by many random walkers

Marián Boguñá; Berezhkovskii, AM; Weiss, GH

PHYSICAL REVIEW E
62
3250
(2000)

abstract

### Nonadiabatic resonances in a noisy Fitzhugh-Nagumo neuron model

S.R. Massanes, Conrad J. Perez Vicente

PHYSICAL REVIEW E
59
4490 4497
(1999)

abstract

### Persistent random walk model for transport through thin slabs

Marian Boguña, J.M. Porra, Jaume Masoliver

PHYSICAL REVIEW E
59
6517 6526
(1999)

abstract

### Errors on the inverse problem solution for a noisy spherical gravitational wave antenna

S.M. Merkowitz, J.A. Lobo, M. Angeles Serrano

CLASSICAL AND QUANTUM GRAVITY
16
3035 3046
(1999)

abstract

### Classical-like resonance induced by noise in a Fitzhugh-Nagumo neuron model

S.R. Massanes, Conrad J. Perez Vicente

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
9
2295 2303
(1999)

abstract

### Synchronization in a ring of pulsating oscillators with bidirectional couplings

Albert Diaz-Guilera, Conrad J. Perez-Vicente, Alex Arenas

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS
9
2203 2207
(1999)

abstract

### Pattern selection in a lattice of pulse-coupled oscillators

X. Guardiola, Albert Diaz-Guilera

PHYSICAL REVIEW E
60
3626 3632
(1999)

abstract

### Properties of resonant activation phenomena

Marian Boguña, J.M. Porra, Jaume Masoliver, K. Lindenberg

PHYSICAL REVIEW E
57
3990 4002
(1998)

abstract

### Time-periodic phases in populations of nonlinearly coupled oscillators with bimodal frequency distributions

Ll. Bonilla, Conrad J. Perez Vicente, R. Spigler

PHYSICA D
113
79 97
(1998)

abstract

### The continuous-time random walk description of photon motion in an isotropic medium

George H. Weiss, J.M. Porra, Jaume Masoliver

OPTICS COMMUNICATIONS
146
268 276
(1998)