Gatón Ramírez, Javier
8  Ergebnisse:
Personensuche X
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3

A pseudospectral method for option pricing with transaction..:

de Frutos, Javier ; Gatón, Víctor
Journal of Computational and Applied Mathematics.  394 (2021)  - p. 113541 , 2021
 
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4

Methodology for the Virtualisation of Engineering Drawing E..:

, In: Advances in Design Engineering II; Lecture Notes in Mechanical Engineering,
 
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5

An extension of Heston's SV model to stochastic interest ra..:

de Frutos, Javier ; Gatón, Víctor
Journal of Computational and Applied Mathematics.  354 (2019)  - p. 174-182 , 2019
 
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6

A spectral method for an Optimal Investment problem with tr..:

de Frutos, Javier ; Gatón, Víctor
Journal of Computational and Applied Mathematics.  319 (2017)  - p. 262-276 , 2017
 
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7

Chebyshev reduced basis function applied to option valuatio:

de Frutos, Javier ; Gatón, Víctor
Computational Management Science.  14 (2017)  4 - p. 465-491 , 2017
 
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