Publicaciones en colaboración con investigadores/as de University of Bologna (2)

2021

  1. PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model

    Communications in Nonlinear Science and Numerical Simulation, Vol. 102

2013

  1. Mathematical analysis and numerical methods for pricing pension plans allowing early retirement

    SIAM Journal on Applied Mathematics, Vol. 73, Núm. 5, pp. 1747-1767