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    Gómez del Valle, María Lourdes (6)
    Martínez Rodríguez, Julia (6)Habibi Lashkari, Ziba (2)López Marcos, Miguel Ángel (1)Date Issued2019 (2)2017 (1)2016 (2)2015 (1)Formatoapplication/pdf (6)... View More
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    Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices 

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

    Gómez del Valle, María LourdesAutoridad UVA; Martínez Rodríguez, JuliaAutoridad UVA (2019)
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    A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models 

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

    Gómez del Valle, María LourdesAutoridad UVA; Martínez Rodríguez, JuliaAutoridad UVA (2016)
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    Valuation of commodity derivatives under jump-diffusion processes 

    Gómez del Valle, María LourdesAutoridad UVA; Habibi Lashkari, Ziba; Martínez Rodríguez, JuliaAutoridad UVA (2016)
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    The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models 

    Gómez del Valle, María LourdesAutoridad UVA; Martínez Rodríguez, JuliaAutoridad UVA (2015)

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    Universidad de Valladolid

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