Lourdes Gómez-Valle

Publication Activity (10 Years)

Years Active: 2011-2019
Publications (10 Years): 4

Top Topics

Diffusion Processes

Multiresolution

Probabilistic Model

Top Venues

J. Comput. Appl. Math.

Math. Comput. Model.

Publications

Lourdes Gómez-Valle, Julia Martínez-Rodríguez
The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes. J. Comput. Appl. Math. 347 (2019)
Lourdes Gómez-Valle, Z. Habibilashkary, Julia Martínez-Rodríguez
A multiplicative seasonal component in commodity derivative pricing. J. Comput. Appl. Math. 330 (2018)
Lourdes Gómez-Valle, Z. Habibilashkary, Julia Martínez-Rodríguez
A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models. J. Comput. Appl. Math. 309 (2017)
Lourdes Gómez-Valle, Julia Martínez-Rodríguez
Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models. J. Comput. Appl. Math. 291 (2016)
Lourdes Gómez-Valle, Julia Martínez-Rodríguez
Advances in pricing commodity futures: Multifactor models. Math. Comput. Model. 57 (7-8) (2013)
Lourdes Gómez-Valle, Julia Martínez-Rodríguez
A numerical approach to obtain the yield curves with different risk-neutral drifts. Math. Comput. Model. 54 (7-8) (2011)