Browsing DEP20 - Artículos de revista by Author "Martínez Rodríguez, Julia"

Now showing items 1-6 of 6

A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models

Gómez del Valle, María Lourdes ; Martínez Rodríguez, Julia ; Habibi Lashkari, Ziba (2017)
Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models

Gómez del Valle, María Lourdes ; Martínez Rodríguez, Julia (2016)
Financial boundary conditions in a continuous model with discrete-delay for pricing commodity futures and its application to the gold market

Gómez del Valle, María Lourdes ; López Marcos, Miguel Ángel ; Martínez Rodríguez, Julia (2024)
Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices

Gómez del Valle, María Lourdes ; López Marcos, Miguel Ángel ; Martínez Rodríguez, Julia (2019)
The risk-neutral stochastic volatility in interest rate models with jump–diffusion processes

Gómez del Valle, María Lourdes ; Martínez Rodríguez, Julia (2019)
The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models

Gómez del Valle, María Lourdes ; Martínez Rodríguez, Julia (2015)