L. Gómez-Valle

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!

Publication	Date of Publication	Type
Estimating and pricing commodity futures with time-delay stochastic processes Mathematical Methods in the Applied Sciences	2025-08-05	Paper
Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices Mathematical Methods in the Applied Sciences	2020-11-23	Paper
The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes Journal of Computational and Applied Mathematics	2018-12-06	Paper
Real-world versus risk-neutral measures in the estimation of an interest rate model with stochastic volatility Mathematical and Statistical Methods for Actuarial Sciences and Finance	2018-10-12	Paper
The jump size distribution of the commodity spot price and its effect on futures and option prices Abstract and Applied Analysis	2018-08-30	Paper
The role of the risk-neutral jump size distribution in single-factor interest rate models Abstract and Applied Analysis	2018-08-29	Paper
A multiplicative seasonal component in commodity derivative pricing Journal of Computational and Applied Mathematics	2017-11-03	Paper
A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models Journal of Computational and Applied Mathematics	2016-09-12	Paper
Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models Journal of Computational and Applied Mathematics	2015-08-24	Paper
Advances in pricing commodity futures: multifactor models Mathematical and Computer Modelling	2015-02-19	Paper
A numerical approach to obtain the yield curves with different risk-neutral drifts Mathematical and Computer Modelling	2012-04-15	Paper

Research outcomes over time

This page was built for person: L. Gómez-Valle