publications (312)  pag. 5

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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)

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Option pricing and perfect hedging on correlated stocks

Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 330 622 652 (2003)

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Malliavin Calculus applied to finance

M. Montero, A. Kohatsu-Higa
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 320 548 570 (2003)

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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)

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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)

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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)

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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)

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Epidemic spreading in correlated complex networks

Marian Boguña, Romualdo Pastor-Satorras
PHYSICAL REVIEW E 66 47104 (2002)

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Dynamical properties of model communication networks

R. Guimera, Alex Arenas, Albert Diaz-Guilera, F. Giralt
PHYSICAL REVIEW E 66 26704 (2002)

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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)

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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)

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Fat tails and colored noise in financial derivatives

Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 314 736 742 (2002)

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Return or stock price differences

M. Montero, Josep Perello, Jaume Masoliver
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 316 539 560 (2002)

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Communication in networks with hierarchical branching

Alex Arenas, Albert Diaz-Guilera, R. Guimera
PHYSICAL REVIEW LETTERS 86 3196 3199 (2001)

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Communication and optimal hierarchical networks

R. Guimera, Alex Arenas, Albert Diaz-Guilera
PHYSICA A 299 247 252 (2001)

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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)

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Statistics of dwell times in a reaction with randomly fluctuating rates

George H. Weiss, Jaume Masoliver
PHYSICA A 296 75 82 (2001)

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

Jaume Masoliver, M. Montero, McKane, A
PHYSICAL REVIEW E 64 11110 (2001)

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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)

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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)

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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)

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

Berezhkovskii, AM; Marián Boguñá; Weiss, GH
CHEMICAL PHYSICS LETTERS 336 321 (2001)

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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)

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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)

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A dynamical model describing stock market price distributions

Jaume Masoliver, M. Montero, J.M. Porra
PHYSICA A 283 559 567 (2000)

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Black-Scholes option pricing within Ito and Stratonovich conventions

Josep Perello, J.M. Porra, M. Montero, Jaume Masoliver
PHYSICA A 278 260 274 (2000)

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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)

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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)

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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)

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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)

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Occupancy of a single site by many random walkers

Marián Boguñá; Berezhkovskii, AM; Weiss, GH
PHYSICAL REVIEW E 62 3250 (2000)

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Nonadiabatic resonances in a noisy Fitzhugh-Nagumo neuron model

S.R. Massanes, Conrad J. Perez Vicente
PHYSICAL REVIEW E 59 4490 4497 (1999)

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Persistent random walk model for transport through thin slabs

Marian Boguña, J.M. Porra, Jaume Masoliver
PHYSICAL REVIEW E 59 6517 6526 (1999)

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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)

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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)

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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)

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Pattern selection in a lattice of pulse-coupled oscillators

X. Guardiola, Albert Diaz-Guilera
PHYSICAL REVIEW E 60 3626 3632 (1999)

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Properties of resonant activation phenomena

Marian Boguña, J.M. Porra, Jaume Masoliver, K. Lindenberg
PHYSICAL REVIEW E 57 3990 4002 (1998)

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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)

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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)

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Generalization of the persistent random walk to dimensions greater than 1

Marian Boguña, J.M. Porra, Jaume Masoliver
PHYSICAL REVIEW E 58 6992 6998 (1998)

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Dynamical properties of the Zhang model of self-organized criticality

A. Giacometti, Albert Diaz-Guilera
PHYSICAL REVIEW E 58 247 253 (1998)

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Mechanisms of synchronization and pattern formation in a lattice of pulse-coupled oscillators

Albert Diaz-Guilera, Conrad J. Perez Vicente, Alex Arenas
PHYSICAL REVIEW E 57 3820 3828 (1998)

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Statistics of the depth probed by cw measurements of photons in a turbid medium

George H. Weiss, J.M. Porra, Jaume Masoliver
PHYSICAL REVIEW E 58 6431 6439 (1998)

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Numerical solution of the Kuramoto-Sakaguchi equation governing populations of coupled oscillators

F. Sartoretto, R. Spigler, Conrad J. Perez Vicente
MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES 8 1023 1038 (1998)

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Magnetization reversal mechanisms in colloidal dispersions of magnetite particles

J.M. Gonzalez, M.I. Montero, Lopez-Perez, JA Mira, J Lopez-Quintela, MA Rivas, J X. Batlle, A. Labarta
IEEE TRANSACTIONS ON MAGNETICS 34 2114 2116 (1998)

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All-sky search algorithms for monochromatic signals in resonant bar gravitational wave detector data

J.A. Lobo, M. Montero
MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY 301 729 744 (1998)

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Long-tailed trapping times and Levy flights in a self-organized critical granular system

Marian Boguña, A. Corral
PHYSICAL REVIEW LETTERS 78 4950 4953 (1997)

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When the telegrapher's equation furnishes a better approximation to the transport equation than the diffusion approximation

J.M. Porra, Jaume Masoliver, George H. Weiss
PHYSICAL REVIEW E 55 7771 7774 (1997)

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Self-organized criticality induced by diversity

A. Corral, Conrad J. Perez Vicente, Albert Diaz-Guilera
PHYSICAL REVIEW LETTERS 78 1492 1495 (1997)

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