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The top documents of josep-perello
A comparison between several correlated stochastic volatility models
222 views
Market memory and fat tail consequences in option pricing on the expOU stochastic volatility model
213 views
Option pricing and perfect hedging on correlated stocks
213 views
Fat tails and colored noise in financial derivatives
218 views
Emerging strategies when facing uncertainties: Mr Banks game as a case study
172 views
STEM4youth EU project or when research is done with schools
171 views
Can science be social? Collective and Citizen Experimentation in Computational Social Sciences
218 views
Collective experimentation on human behaviour using citizen science practices
400 views
How to collaborate with a city & the idea of Pop-‐Up Experiments – sharing experiences from Barcelona
559 views