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Publications Influence

Relaxion monodromy and the Weak Gravity Conjecture

- L. Ibáñez, M. Montero, Á. M. Uranga, I. Valenzuela
- Physics
- 30 November 2015

A bstractThe recently proposed relaxion models require extremely large trans-Planckian axion excursions as well as a potential explicitly violating the axion shift symmetry. The latter property is… Expand

108 3- PDF

Malliavin Calculus applied to finance

- M. Montero, A. Kohatsu-Higa
- Mathematics
- 15 March 2003

In this article, we give a brief informal introduction to Malliavin Calculus for newcomers. We apply these ideas to the simulation of Greeks in Finance. First to European-type options where formulas… Expand

26 2- PDF

Non-Independent Continuous Time Random Walks

- M. Montero, J. Masoliver
- Mathematics, Medicine
- Physical review. E, Statistical, nonlinear, and…
- 27 July 2007

The usual development of the continuous-time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this… Expand

8 1- PDF

On the Integrability of the Poisson Driven Stochastic Nonlinear Schrödinger Equations

- J. Villarroel, M. Montero
- Mathematics
- 1 November 2011

We consider the Cauchy problem for the dissipative nonlinear Schrodinger equations driven by a Poisson noise, namely
(1)
where γn > 0 and 0 < t1 < ⋯ < tn < ⋯ are certain sequences of… Expand

7 1

Continuous-time ballistic process with random resets

- J. Villarroel, M. Montero
- Computer Science
- 6 December 2018

5 1

Continuous-time random-walk model for financial distributions.

- J. Masoliver, M. Montero, G. Weiss
- Mathematics, Physics
- Physical review. E, Statistical, nonlinear, and…
- 23 October 2002

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the… Expand

145- PDF

Monotonic continuous-time random walks with drift and stochastic reset events.

- M. Montero, J. Villarroel
- Mathematics, Physics
- Physical review. E, Statistical, nonlinear, and…
- 20 June 2012

In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focus… Expand

65- PDF

Continuous-time random walks with reset events

- M. Montero, Axel Mas'o-Puigdellosas, J. Villarroel
- Mathematics, Physics
- 15 June 2017

Abstract
In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional,… Expand

28- PDF

A New Microplate Red Blood Cell Monolayer Technique for Screening and Identifying Red Blood Cell Antibodies

- F. Llopis, F. Carbonell-Uberos, M. Planelles, M. Montero, I. Plasencia, C. Carrillo
- Medicine
- Vox sanguinis
- 1 April 1996

A new method has been developed to immobilize red blood cells in wells of microplates using a cell fixation buffer. This method has been employed for detecting and identifying red blood cell… Expand

11

The continuous time random walk formalism in financial markets

- J. Masoliver, M. Montero, J. Perelló, G. Weiss
- Economics, Physics
- 14 November 2006

We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects:… Expand

53- PDF