Publicacións en colaboración con investigadores/as de Universidade de Lisboa (3)

2024

  1. Editorial

    International Journal of Computer Mathematics

2020

  1. A libor market model including credit risk under the real-world measure

    Journal of Computational Finance, Vol. 24, Núm. 3, pp. 111-141

2018

  1. Real-World Scenarios With Negative Interest Rates based on the LIBOR Market Model

    Applied Mathematical Finance, Vol. 25, Núm. 5-6, pp. 466-482