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Now showing items 1-7 of 7

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)

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)

Valuation of commodity derivatives under jump-diffusion processes

Gómez del Valle, María Lourdes

; Habibi Lashkari, Ziba; Martínez Rodríguez, Julia

(2016)

The Role of the Risk-Neutral Jump Size Distribution in Single-Factor Interest Rate Models

Gómez del Valle, María Lourdes

; Martínez Rodríguez, Julia

(2015)