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Z. Habibilashkary
Publication Activity (10 Years)
Years Active: 2017-2018
Publications (10 Years): 2
Top Topics
Multiresolution
Risk Neutral
Evolutionary Algorithm
Dynamic Pricing
Top Venues
J. Comput. Appl. Math.
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Publications
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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)