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A Semi-Deterministic Random Walk with Resetting.
Villarroel J, Montero M, Vega JA. Villarroel J, et al. Among authors: montero m. Entropy (Basel). 2021 Jun 28;23(7):825. doi: 10.3390/e23070825. Entropy (Basel). 2021. PMID: 34203494 Free PMC article.
Continuous-time random-walk model for financial distributions.
Masoliver J, Montero M, Weiss GH. Masoliver J, et al. Among authors: montero m. Phys Rev E Stat Nonlin Soft Matter Phys. 2003 Feb;67(2 Pt 1):021112. doi: 10.1103/PhysRevE.67.021112. Epub 2003 Feb 27. Phys Rev E Stat Nonlin Soft Matter Phys. 2003. PMID: 12636658 Free article.
Nonindependent continuous-time random walks.
Montero M, Masoliver J. Montero M, et al. Phys Rev E Stat Nonlin Soft Matter Phys. 2007 Dec;76(6 Pt 1):061115. doi: 10.1103/PhysRevE.76.061115. Epub 2007 Dec 13. Phys Rev E Stat Nonlin Soft Matter Phys. 2007. PMID: 18233822
Extreme times in financial markets.
Masoliver J, Montero M, Perelló J. Masoliver J, et al. Among authors: montero m. Phys Rev E Stat Nonlin Soft Matter Phys. 2005 May;71(5 Pt 2):056130. doi: 10.1103/PhysRevE.71.056130. Epub 2005 May 31. Phys Rev E Stat Nonlin Soft Matter Phys. 2005. PMID: 16089625
Scaling and data collapse for the mean exit time of asset prices.
Montero M, Perelló J, Masoliver J, Lillo F, Miccichè S, Mantegna RN. Montero M, et al. Phys Rev E Stat Nonlin Soft Matter Phys. 2005 Nov;72(5 Pt 2):056101. doi: 10.1103/PhysRevE.72.056101. Epub 2005 Nov 2. Phys Rev E Stat Nonlin Soft Matter Phys. 2005. PMID: 16383682
916 results