Víctor Gatón

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 8

Top Topics

Stochastic Demand

Top Venues

J. Comput. Appl. Math.

Dyn. Games Appl.

Comput. Manag. Sci.

Publications

Carmelo de Castro, Víctor Gatón, Beatriz Gómez
A tensorial-parallel Chebyshev method for a differential game theory problem. CoRR (2023)
Javier de Frutos, Víctor Gatón, Paula M. López-Pérez, Guiomar Martín-Herrán
Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation. Dyn. Games Appl. 12 (3) (2022)
Javier de Frutos, Víctor Gatón
A pseudospectral method for option pricing with transaction costs under exponential utility. J. Comput. Appl. Math. 394 (2021)
Javier de Frutos, Víctor Gatón
A pseudospectral method for Option Pricing with Transaction Costs under Exponential Utility. CoRR (2021)
Javier de Frutos, Víctor Gatón, Julia Novo
On Discrete-Time Approximations to Infinite Horizon Differential Games. CoRR (2021)
Javier de Frutos, Víctor Gatón
An extension of Heston's SV model to stochastic interest rates. J. Comput. Appl. Math. 354 (2019)
Javier de Frutos, Víctor Gatón
Chebyshev reduced basis function applied to option valuation. Comput. Manag. Sci. 14 (4) (2017)
Javier de Frutos, Víctor Gatón
A spectral method for an Optimal Investment problem with transaction costs under Potential Utility. J. Comput. Appl. Math. 319 (2017)