Optimización Dinámica, Finanzas Matemáticas y Utilidad Recursiva
Universidad de Valladolid
Valladolid, EspañaPublicacións en colaboración con investigadores/as de Universidad de Valladolid (111)
2024
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Changes in the Dependence Structure of AROPE Components: Evidence from the Spanish Regions
Hacienda Pública Española / Review of Public Economics, Núm. 248, pp. 21-52
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Correction to: Monetary policy models: lessons from the Eurozone crisis (Humanities and Social Sciences Communications, (2023), 10, 1, (634), 10.1057/s41599-023-02030-0)
Humanities and Social Sciences Communications
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Financial boundary conditions in a continuous model with discrete-delay for pricing commodity futures and its application to the gold market
Chaos, Solitons & Fractals, Vol. 187, pp. 115476
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Stock market uncertainty determination with news headlines: A digital twin approach
AIMS Mathematics, Vol. 9, Núm. 1, pp. 1683-1717
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The risk of clustering of deprivations in Spain: a tale of two crises
Applied Economic Analysis
2023
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A defined benefit pension plan game with Brownian and Poisson jumps uncertainty
European Journal of Operational Research, Vol. 310, Núm. 3, pp. 1294-1311
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A defined benefit pension plan model with stochastic salary and heterogeneous discounting
ASTIN Bulletin, Vol. 53, Núm. 1, pp. 62-83
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Estimating and pricing commodity futures with time-delay stochastic processes
Mathematical Methods in the Applied Sciences
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Monetary policy models: lessons from the Eurozone crisis
Humanities and Social Sciences Communications, Vol. 10, Núm. 1
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Nonparametric estimation of the multivariate Spearman's footrule: A further discussion
Fuzzy Sets and Systems, Vol. 467
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Recombinant human chorionic gonadotropin induces signaling pathways towards cancer prevention in the breast of BRCA1/2 mutation carriers
European Journal of Cancer Prevention, Vol. 32, Núm. 2, pp. 126-138
2022
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An age-structured population model with delayed and space-limited recruitment
Communications in Nonlinear Science and Numerical Simulation, Vol. 112
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Evaluación formativa virtual: una experiencia en materias del Grado en Estadística
Conference proceedings. CIVINEDU 2022: 6th International Virtual Conference on Educational Research and Innovation
2021
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Copula-based analysis of multivariate dependence patterns between dimensions of poverty in Europe*
Review of Income and Wealth, Vol. 67, Núm. 1, pp. 165-195
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Estimating risk-neutral freight rate dynamics: A nonparametric approach
Journal of Futures Markets, Vol. 41, Núm. 11, pp. 1824-1842
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Including jumps in the stochastic valuation of freight derivatives
Mathematics, Vol. 9, Núm. 2, pp. 1-17
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Outliers and misleading leverage effect in asymmetric GARCH-type models
Studies in Nonlinear Dynamics and Econometrics, Vol. 25, Núm. 1
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The role of gene to gene interaction in the breast’s genomic signature of pregnancy
Scientific Reports, Vol. 11, Núm. 1
2020
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Design of personalized cancer treatments by use of optimal control problems: The case of chronic myeloid leukemia
Mathematical Biosciences and Engineering, Vol. 17, Núm. 5, pp. 4773-4800
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Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices
Mathematical Methods in the Applied Sciences