FUFrederic Utzet
Frederic Utzet
*This is an algorithmically generated author record based on publicly available information.
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Research Interests
Frederic Utzet has a total of 3 co-authors. Here are the top co-authors by number of shared publications:
- Jorge A. León
Departamento de Matemáticas, CINVESTAV-IPN, Apartado Postal 14-740, 07000 México, D.F., México
1 shared publication - Josep L. Solé
Departament de Matemàtiques, Edifici Cc, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) Spain
1 shared publication - Josep Vives
Departament de Matemàtiques, Edifici Cc, Universitat Autònoma de Barcelona, 08193 Bellaterra (Barcelona) Spain
1 shared publication
Latest Publications
- 1 April 2002
- Published by Springer Nature in Finance and Stochastics
- Vol. 6 (2) , 197-225
On Lévy processes, Malliavin calculus and market models with jumps
- 1 April 2002
- Published by Springer Nature in Finance and Stochastics
- Vol. 6 (2) , 197-225
On Lévy processes, Malliavin calculus and market models with jumps