Publicacións nas que colabora con Marta Pou Bueno (4)

2017

  1. Multicurve LIBOR market models and drift-free simulation

    International Journal of Computer Mathematics, Vol. 94, Núm. 11, pp. 2194-2207

2015

  1. A drift-free simulation method for pricing commodity derivatives

    Applied Stochastic Models in Business and Industry, Vol. 31, Núm. 4, pp. 536-550

  2. A new parameterization for the drift-free simulation in the Libor Market Model

    Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas, Vol. 109, Núm. 1, pp. 73-92

2010

  1. Libor Market Model for pricing derivatives on two interest rate curves

    Numerical simulation in Physics and Engineering: proceedings of the XIV Spanish-French Jacques-Louis Lions School : (A Coruña, Spain, September 6-10th, 2010)