Víctor Gatón

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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 tensorial-parallel Chebyshev method for a differential game theory problem2023-07-10Paper
Investment in cleaner technologies in a transboundary pollution dynamic game: a numerical investigation
Dynamic Games and Applications
2022-09-15Paper
On Discrete-Time Approximations to Infinite Horizon Differential Games2021-12-06Paper
A pseudospectral method for option pricing with transaction costs under exponential utility
Journal of Computational and Applied Mathematics
2021-06-03Paper
An extension of Heston's SV model to stochastic interest rates
Journal of Computational and Applied Mathematics
2019-06-20Paper
Chebyshev reduced basis function applied to option valuation
Computational Management Science
2018-10-10Paper
A spectral method for an optimal investment problem with transaction costs under potential utility
Journal of Computational and Applied Mathematics
2017-03-16Paper


Research outcomes over time


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