J. Martínez-Rodríguez

Available identifiers

Publication	Date of Publication	Type
An age-structured population model with delayed and space-limited recruitment	2022-06-13	Paper
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
Numerical analysis of a population model of marine invertebrates with different life stages	2013-10-31	Paper
A numerical approach to obtain the yield curves with different risk-neutral drifts	2012-04-15	Paper
Numerical analysis of an open marine population model with spaced-limited recruitment	2011-02-13	Paper
https://portal.mardi4nfdi.de/entity/Q4702523	2000-07-10	Paper

This page was built for person: J. Martínez-Rodríguez