Jorge A. Leòn

Statistics

Publications

Citations

763

H-Index

Active since

1990

Affiliations

Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional(Current)

Universitat de Barcelona

Universitat Pompeu Fabra

Instituto Politécnico Nacional

Universitat Autònoma de Barcelona

Jorge A. Leòn is an author at Centro de Investigación y de Estudios Avanzados del Instituto Politécnico Nacional specializing in stochastic calculus, stochastic processes, and engineering.

Publications per year

1990–2022

Publications

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

Elisa Alòs, Jorge A. Leòn, Josep Vives · Finance and Stochastics · 2007 · 232 citations

Business, Finance, Mathematics +17

On Lévy processes, Malliavin calculus and market models with jumps

Jorge A. Leòn, Josep Lluís Solé, Frederic Utzet et al. · Finance and Stochastics · 2002 · 75 citations

Engineering, Economics, Mathematics +16

An Anticipating Calculus Approach to the Utility Maximization of an Insider

Jorge A. Leòn, Reyla Navarro, David Nualart · Mathematical Finance · 2003 · 60 citations

Social Sciences, Economics, Finance +15

Stochastic evolution equations with random generators

Jorge A. Leòn, David Nualart · The Annals of Probability · 1998 · 47 citations · Full text

Engineering, Mathematics, Probability Theory +13

STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2

Elisa Alòs, Jorge A. Leòn, David Nualart · Taiwanese Journal of Mathematics · 2001 · 42 citations · Full text

Engineering, Physics, Probability Theory +12

1–5 of 22