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J. L. Fernández
Publication Activity (10 Years)
Years Active: 2001-2017
Publications (10 Years): 1
Top Topics
Mathematical Model
Model Selection
Option Pricing
Simulation Models
Top Venues
Math. Comput. Simul.
Int. J. Comput. Math.
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Publications
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J. L. Fernández
,
Maria R. Nogueiras
,
M. Pou
,
Carlos Vázquez
Multicurve LIBOR market models and drift-free simulation.
Int. J. Comput. Math.
94 (11) (2017)
J. L. Fernández
,
Ana M. Ferreiro
,
José Antonio García-Rodríguez
,
Álvaro Leitao
,
José G. López-Salas
,
Carlos Vázquez
Static and dynamic SABR stochastic volatility models: Calibration and option pricing using GPUs.
Math. Comput. Simul.
94 (2013)
M. Calligaris
,
M. A. Johnson
,
Michael J. Grimble
,
J. L. Fernández
,
J. M. Rodriguez Garcia
On performance benchmarking voltage control in a power transmission network.
ACC
(2001)