Publicaciones en las que colabora con Francisco Javier De Frutos Baraja (5)

2022

  1. Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation

    Dynamic Games and Applications, Vol. 12, Núm. 3, pp. 813-843

2021

  1. A pseudospectral method for option pricing with transaction costs under exponential utility

    Journal of Computational and Applied Mathematics, Vol. 394

2019

  1. An extension of Heston's SV model to stochastic interest rates

    Journal of Computational and Applied Mathematics, Vol. 354, pp. 174-182

2017

  1. A spectral method for an Optimal Investment problem with transaction costs under Potential Utility

    Journal of Computational and Applied Mathematics, Vol. 319, pp. 262-276

  2. Chebyshev reduced basis function applied to option valuation

    Computational Management Science, Vol. 14, Núm. 4, pp. 465-491