| Close Form Pricing Formulas for CoCa CoCos JM Corcuera, J De Spiegeleer, J Fajardo, H Jonsson, W Schoutens, ... Journal of Banking & Finance, 2014 | 52* | 2014 |
| Estimating player completion rate in mobile puzzle games using reinforcement learning JT Kristensen, A Valdivia, P Burelli 2020 IEEE Conference on Games (CoG), 636-639, 2020 | 18 | 2020 |
| Cocos with extension risk. a structural approach JM Corcuera, J Fajardo, W Schoutens, A Valdivia The Fascination of Probability, Statistics and their Applications: In Honour …, 2016 | 12 | 2016 |
| Pricing CoCos with a market trigger JM Corcuera, A Valdivia Stochastics of Environmental and Financial Economics, 179-209, 2015 | 9 | 2015 |
| Enlargements of filtrations and applications JM Corcuera, A Vadivia arXiv preprint arXiv:1201.5870, 2012 | 7 | 2012 |
| Statistical Modelling of Level Difficulty in Puzzle Games J Theiss Kristensen, A Valdivia, P Burelli arXiv e-prints, arXiv: 2107.03305, 2021 | 6* | 2021 |
| CoCos under short-term uncertainty JM Corcuera, A Valdivia Stochastics 89 (1), 207-221, 2016 | 3 | 2016 |
| Customer Lifetime Value in Mobile Games: a Note on Stylized Facts and Statistical Challenges A Valdivia IEEE Conference on Games, 2021 | 2 | 2021 |
| Information loss on Gaussian Volterra process A Valdivia | 2 | 2017 |
| Ambit processes, their volatility determination and their applications JM Corcuera, G Farkas, A Valdivia Modern Stochastics and Applications, 2014 | 2 | 2014 |
| Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes A Valdivia Electronic Communications in Probability 24, 12, 2019 | | 2019 |
| Matemàtica financera en temps de crisi A Valdivia Butlletí de la Societat Catalana de Matemàtiques 29 (2), 167-197, 2014 | | 2014 |
| A Dairy Market Information and Intelligence System 5th Applied Stochastic Models and Data Analysis, 2013 | | 2013 |
| ARC-CercaMat: aplicativo de soporte a un Proyecto de Recubrimiento Curricular de matemáticas A Valdivia, A De la Fuente, ED Creamat Jornadas para el Aprendizaje y Enseñanza de las Matemáticas, 2009 | | 2009 |
| PREDICTION FORMULAE FOR FRACTIONAL LÉVY PROCESSES WITH APPLICATIONS TO CREDIT RISK A VALDIVIA | | |
Jose Manuel CorcueraProfesor de Matemáticas Universidad de BarcelonaVerified email at ub.edu
