Publicaciones en colaboración con investigadores/as de University of Wuppertal (3)

2024

  1. Editorial

    International Journal of Computer Mathematics

2019

  1. Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations

    Applied Numerical Mathematics, Vol. 139, pp. 77-92

2017

  1. Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach

    Journal of Computational Finance, Vol. 20, Núm. 3, pp. 81-107