Carlos
Vázquez Cendón
Catedrático de Universidade
![Foto de Antonio](/img/nophoto.png)
Antonio
Falcó Montesinos
Publications by the researcher in collaboration with Antonio Falcó Montesinos (1)
2017
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A direct LU solver for pricing American bond options under Hull–White model
Journal of Computational and Applied Mathematics, Vol. 309, pp. 442-455