Publicaciones en las que colabora con Rafael Company Rossi (2)

2016

  1. Computing American option price under regime switching with rationality parameter

    Computers and Mathematics with Applications, Vol. 72, Núm. 3, pp. 741-754

  2. Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

    Journal of Computational and Applied Mathematics, Vol. 304, pp. 1-17