José Manuel Corcuera

According to our database¹, José Manuel Corcuera authored at least 3 papers between 2004 and 2024.

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PhD thesis

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2024

Fractional signature: a generalisation of the signature inspired by fractional calculus.

[BibT_eX]

[DOI]

CoRR, 2024

2005

Completion of a Lévy market by power-jump assets.

[BibT_eX]

[DOI]

Finance Stochastics, 2005

2004

Additional utility of insiders with imperfect dynamical information.

[BibT_eX]

[DOI]

Finance Stochastics, 2004