Josep Vives

1.1k total citations
44 papers, 532 citations indexed

About

Josep Vives is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Josep Vives has authored 44 papers receiving a total of 532 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 13 papers in Economics and Econometrics and 9 papers in Mathematical Physics. Recurrent topics in Josep Vives's work include Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (19 papers) and Complex Systems and Time Series Analysis (11 papers). Josep Vives is often cited by papers focused on Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (19 papers) and Complex Systems and Time Series Analysis (11 papers). Josep Vives collaborates with scholars based in Spain, France and Mexico. Josep Vives's co-authors include Jorge A. Leòn, Elisa Alòs, Josep Lluís Solé, David Nualart, Frederic Utzet, P. Gonzàlez-Duarte, Víctor Pérez‐Abreu, Peter Imkeller, Joan Sola and Xavier Soláns and has published in prestigious journals such as SHILAP Revista de lepidopterología, Inorganic Chemistry and Finance research letters.

In The Last Decade

Josep Vives

41 papers receiving 463 citations

Peers

Countries citing papers authored by Josep Vives

Since Specialization

Citations

This map shows the geographic impact of Josep Vives's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Josep Vives with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Josep Vives more than expected).

Fields of papers citing papers by Josep Vives

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Josep Vives. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Josep Vives. The network helps show where Josep Vives may publish in the future.

Co-authorship network of co-authors of Josep Vives

This figure shows the co-authorship network connecting the top 25 collaborators of Josep Vives. A scholar is included among the top collaborators of Josep Vives based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Josep Vives. Josep Vives is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

#	Work	Indexed citations
1	Approximate option pricing under a two-factor Heston–Kou stochastic volatility model 2023 ·Computational Management Science ·Youssef El‐Khatib, (unknown), Josep Vives	1
2	Stability of Some Anticipating Semilinear Stochastic Differential Equations of Skorohod Type 2023 ·Journal of Dynamics and Differential Equations ·Jorge A. Leòn, (unknown), Josep Vives	2
3	Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric 2023 ·The Journal of Computational Finance ·(unknown), (unknown), Josep Vives	1
4	Optimal Control Strategies for the Premium Policy of an Insurance Firm with Jump Diffusion Assets and Stochastic Interest Rate 2022 ·Journal of risk and financial management ·(unknown), (unknown), Josep Vives	0
5	Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset 2021 ·Finance research letters ·Youssef El‐Khatib, Stéphane Goutte, (unknown), Josep Vives	2
6	Time-Consistent Investment and Consumption Strategies under a General Discount Function 2021 ·Journal of risk and financial management ·(unknown), (unknown), (unknown), Josep Vives	2
7	Topological features of multivariate distributions: Dependency on the covariance matrix 2021 ·Communications in Nonlinear Science and Numerical Simulation ·(unknown), Yuri A. Katz, Josep Vives	7
8	Dyson type formula for pure jump Lévy processes with some applications to finance 2019 ·Stochastic Processes and their Applications ·(unknown), (unknown), Josep Vives	4
9	Statistical Methods and Applications in Insurance and Finance 2016 ·Springer proceedings in mathematics & statistics ·(unknown), El Hassan Essaky, Josep Vives	2
10	A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models 2015 ·International Journal of Stochastic Analysis ·(unknown), Josep Vives	4
11	Canonical L´ evy process and Malliavin calculus I 2007 ·(unknown), Frederic Utzet, Josep Vives	8
12	Canonical Lévy process and Malliavin calculus 2006 ·Stochastic Processes and their Applications ·Josep Lluís Solé, Frederic Utzet, Josep Vives	37
13	A volatility-varying and jump-diffusion Merton type model of interest rate risk 2005 ·Insurance Mathematics and Economics ·(unknown), Josep Vives	7
14	The indefinite Skorohod integral as integrator on the Poisson space 2002 ·Random Operators and Stochastic Equations ·Ciprian A. Tudor, Josep Vives	1
15	Chaotic Kabanov Formula for the Azéma Martingales 2000 ·Bernoulli ·Nicolas Privault, Josep Lluís Solé, Josep Vives	7
16	Los padres de la Iglesia ante las religiones no cristianas 1995 ·SHILAP Revista de lepidopterología ·Josep Vives	1
17	Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization 1995 ·Stochastic Processes and their Applications ·Peter Imkeller, Víctor Pérez‐Abreu, Josep Vives	60
18	Smoothness of Brownian local times and related functionals 1992 ·Potential Analysis ·David Nualart, Josep Vives	29
19	Polymeric thiolate complexes in solution. Solution equilibria studies of the cadmium(II) complexes of 3-(dimethylamino)-1-propanethiol and comparative study with other aliphatic .gamma.-mercapto amines 1989 ·Inorganic Chemistry ·P. Gonzàlez-Duarte, Josep Vives	9
20	{Ag₅[µ₂-S–(CH₂)₃–NHMe₂]₃[µ₂-S–(CH₂)₃–NMe₂]₃}²⁺, the first thiolate complex of a metal with trigonal bipyramido-M₅-trigonal prismo-S₆polyhedral stereochemistry 1987 ·Journal of the Chemical Society Chemical Communications ·P. Gonzàlez-Duarte, Joan Sola, Josep Vives, Xavier Soláns	17

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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