The following pages link to J. Martínez-Rodríguez (Q313646):
Displayed 14 items.
- A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models (Q313647) (← links)
- Numerical analysis of a population model of marine invertebrates with different life stages (Q375576) (← links)
- A numerical approach to obtain the yield curves with different risk-neutral drifts (Q409791) (← links)
- Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models (Q491007) (← links)
- Numerical analysis of an open marine population model with spaced-limited recruitment (Q622975) (← links)
- The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes (Q1631415) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- The role of the risk-neutral jump size distribution in single-factor interest rate models (Q1668933) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Advances in pricing commodity futures: multifactor models (Q2256476) (← links)
- An age-structured population model with delayed and space-limited recruitment (Q2672884) (← links)
- Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility (Q4689054) (← links)
- (Q4702523) (← links)
- Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices (Q5135567) (← links)