L. Gómez-Valle

Available identifiers

Publication	Date of Publication	Type
Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices	2020-11-23	Paper
The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes	2018-12-06	Paper
Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility	2018-10-12	Paper
The jump size distribution of the commodity spot price and its effect on futures and option prices	2018-08-30	Paper
The role of the risk-neutral jump size distribution in single-factor interest rate models	2018-08-29	Paper
A multiplicative seasonal component in commodity derivative pricing	2017-11-03	Paper
A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models	2016-09-12	Paper
Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models	2015-08-24	Paper
Advances in pricing commodity futures: multifactor models	2015-02-19	Paper
A numerical approach to obtain the yield curves with different risk-neutral drifts	2012-04-15	Paper

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