Gerardo Oleaga

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 1

Top Topics

Poisson Process

Markov Modulated

Top Venues

Appl. Math. Comput.

Publications

Oscar López, Gerardo Oleaga, Alejandra Sánchez
Markov-modulated jump-diffusion models for the short rate: Pricing of zero coupon bonds and convexity adjustment. Appl. Math. Comput. 395 (2021)