Publicaciones (4) Publicaciones de Jonatan Ráfales Pérez

2024

  1. Jump–diffusion productivity models in equilibrium problems with heterogeneous agents

    Mathematics and Computers in Simulation, Vol. 225, pp. 313-331

2021

  1. Equilibrium models with heterogeneous agents under rational expectations and its numerical solution

    Communications in Nonlinear Science and Numerical Simulation, Vol. 96

  2. Pricing TARN options with a stochastic local volatility model

    Proceedings of the XXVI Congreso de Ecuaciones Diferenciales y Aplicaciones, XVI Congreso de Matemática Aplicada: Gijón (Asturias), Spain, June 14-18, 2021

2020

  1. A stochastic local volatility technique for TARN options

    International Journal of Computer Mathematics, Vol. 97, Núm. 5, pp. 1133-1149