EULALIA NUALART
Universidad Pompeu Fabra
H-index: 18
Europe-Spain
Top articles of EULALIA NUALART
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Instantaneous everywhere-blowup of parabolic SPDEs | Probability Theory and Related Fields | Mohammud Foondun Davar Khoshnevisan Eulalia Nualart | 2024/3/5 |
On the implied volatility of Inverse and Quanto Inverse options under stochastic volatility models | arXiv preprint arXiv:2401.00539 | Elisa Alòs Eulalia Nualart Makar Pravosud | 2023/12/31 |
On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model | arXiv preprint arXiv:2308.15341 | Elisa Alòs Eulalia Nualart Makar Pravosud | 2023/8/29 |
Density estimates for jump diffusion processes | Applied Mathematics and Computation | Arturo Kohatsu-Higa Eulalia Nualart Ngoc Khue Tran | 2022/5/1 |
Optimal convergence rates for the invariant density estimation of jump-diffusion processes | arXiv preprint arXiv:2101.08548 | Chiara Amorino Eulalia Nualart | 2021/1/21 |
On the implied volatility of Asian options under stochastic volatility models | arXiv preprint arXiv:2208.01353 | Elisa Alòs Eulalia Nualart Makar Pravosud | 2022/8/2 |
Non-existence results for stochastic wave equations in one dimension | Journal of Differential Equations | Mohammud Foondun Eulalia Nualart | 2022/5/5 |
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations | Stochastics | Mireia Besalú David Márquez-Carreras Eulalia Nualart | 2021/4/25 |
The Osgood condition for stochastic partial differential equations | Mohammud Foondun Eulalia Nualart | 2021/2/1 | |
Bank credit risk networks: Evidence from the Eurozone | Journal of Monetary Economics | Christian Brownlees Christina Hans Eulalia Nualart | 2021/1/1 |
On the estimation of integrated volatility in the presence of jumps and microstructure noise | Econometric Reviews | Christian Brownlees Eulalia Nualart Yucheng Sun | 2020/11/25 |
Non-existence for stochastic wave equations in one dimension | arXiv preprint arXiv:2008.08348 | Mohammud Foondun Eulalia Nualart | 2020 |
