Publicaciones (35) Publicaciones de Julia Martinez Rodriguez

2024

  1. 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

2023

  1. Estimating and pricing commodity futures with time-delay stochastic processes

    Mathematical Methods in the Applied Sciences

2022

  1. An age-structured population model with delayed and space-limited recruitment

    Communications in Nonlinear Science and Numerical Simulation, Vol. 112

2021

  1. Estimating risk-neutral freight rate dynamics: A nonparametric approach

    Journal of Futures Markets, Vol. 41, Núm. 11, pp. 1824-1842

  2. Including jumps in the stochastic valuation of freight derivatives

    Mathematics, Vol. 9, Núm. 2, pp. 1-17

  3. The role of gene to gene interaction in the breast’s genomic signature of pregnancy

    Scientific Reports, Vol. 11, Núm. 1

2020

  1. Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices

    Mathematical Methods in the Applied Sciences

  2. Two new strategies for pricing freight options by means of a valuation pde and by functional bounds

    Mathematics, Vol. 8, Núm. 4

2019

  1. The effects of time valuation in cancer optimal therapies: A study of chronic myeloid leukemia

    Theoretical Biology and Medical Modelling, Vol. 16, Núm. 1

  2. The risk-neutral stochastic volatility in interest rate models with jump–diffusion processes

    Journal of Computational and Applied Mathematics, Vol. 347, pp. 49-61

2018

  1. A multiplicative seasonal component in commodity derivative pricing

    Journal of Computational and Applied Mathematics, Vol. 330, pp. 835-847

  2. Real-world versus risk-neutral measures in the estimation of an interest rate model with stochastic volatility

    Mathematical and Statistical Methods for Actuarial Sciences and Finance, MAF 2018 (Springer International Publishing AG), pp. 397-401

2017

  1. A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models

    Journal of Computational and Applied Mathematics, Vol. 309, pp. 435-441

  2. The Jump Size Distribution of the Commodity Spot Price and Its Effect on Futures and Option Prices

    Abstract and Applied Analysis, Vol. 2017

2016

  1. Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models

    Journal of Computational and Applied Mathematics, Vol. 291, pp. 48-57

2015

  1. The role of the risk-neutral jump size distribution in single-factor interest rate models

    Abstract and Applied Analysis, Vol. 2015

2013

  1. Advances in pricing commodity futures: Multifactor models

    Mathematical and Computer Modelling, Vol. 57, Núm. 7-8, pp. 1722-1731

  2. Numerical analysis of a population model of marine invertebrates with different life stages

    Communications in Nonlinear Science and Numerical Simulation, Vol. 18, Núm. 8, pp. 2153-2163

2011

  1. A numerical approach to obtain the yield curves with different risk-neutral drifts

    Mathematical and Computer Modelling, Vol. 54, Núm. 7-8, pp. 1773-1780

  2. Numerical investigation of the recruitment process in open marine population models

    Journal of Statistical Mechanics: Theory and Experiment, Vol. 2011, Núm. 1