J. M. Montes

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A unified approach to pricing and risk management of equity and credit risk
Journal of Computational and Applied Mathematics
2015-06-17Paper
Monte Carlo variance reduction by conditioning for pricing with underlying a continuous-time finite state Markov process
SIAM Journal on Financial Mathematics
2015-01-20Paper
Powder compaction law for cold die pressing
Granular Matter
2013-07-10Paper


Research outcomes over time


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