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2015AAA-Role-Risk-Neutral-Jump-Size.pdf.jpgThe Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate ModelsGómez del Valle, María Lourdes; Martínez Rodríguez, Julia2015application/pdf
Publicacionabstracten2016.pdf.jpgValuation of commodity derivatives under jump-diffusion processesGómez del Valle, María Lourdes; Habibilashkary, Z.; Martínez-Rodríguez, Julia2016application/pdf
2016JuliaJCAM.pdf.jpgEstimation of risk-neutral processes in single-factor jump-diffusion interest rate modelsGómez del Valle, María Lourdes; Martínez Rodríguez, Julia2016application/pdf
2017JuliaJCAM.pdf.jpgA new technique to estimate the risk-neutral processes in jump–diffusion commodity futures modelsGómez del Valle, María Lourdes; Martínez Rodríguez, Julia; Habibilashkary, Z.2017application/pdf
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Universidad de Valladolid
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