Publicaciones en colaboración con investigadores/as de Reproductive & Genetic Hospital CITIC-Xiangya (4)

2024

  1. Jump–diffusion productivity models in equilibrium problems with heterogeneous agents

    Mathematics and Computers in Simulation, Vol. 225, pp. 313-331

  2. Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework

    Communications in Nonlinear Science and Numerical Simulation, Vol. 130

2022

  1. Total value adjustment for European options in a multi-currency setting

    Applied Mathematics and Computation, Vol. 413

2021

  1. Global optimization for automatic model points selection in life insurance portfolios

    Mathematics, Vol. 9, Núm. 5, pp. 1-19