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Lourdes Gómez-Valle
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- affiliation: University of Valladolid
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Journal Articles
- 2019
- [j6]Lourdes Gómez-Valle
, Julia Martínez-Rodríguez
:
The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes. J. Comput. Appl. Math. 347: 49-61 (2019) - 2018
- [j5]Lourdes Gómez-Valle
, Z. Habibilashkary, Julia Martínez-Rodríguez
:
A multiplicative seasonal component in commodity derivative pricing. J. Comput. Appl. Math. 330: 835-847 (2018) - 2017
- [j4]Lourdes Gómez-Valle
, Z. Habibilashkary, Julia Martínez-Rodríguez
:
A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models. J. Comput. Appl. Math. 309: 435-441 (2017) - 2016
- [j3]Lourdes Gómez-Valle
, Julia Martínez-Rodríguez
:
Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models. J. Comput. Appl. Math. 291: 48-57 (2016) - 2013
- [j2]Lourdes Gómez-Valle
, Julia Martínez-Rodríguez
:
Advances in pricing commodity futures: Multifactor models. Math. Comput. Model. 57(7-8): 1722-1731 (2013) - 2011
- [j1]Lourdes Gómez-Valle
, Julia Martínez-Rodríguez
:
A numerical approach to obtain the yield curves with different risk-neutral drifts. Math. Comput. Model. 54(7-8): 1773-1780 (2011)
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