Publicaciones en colaboración con investigadores/as de Universidad de La Laguna (2)

2024

  1. PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)

    Computers and Mathematics with Applications, Vol. 169, pp. 88-98

2021

  1. Amfr-w numerical methods for solving high-dimensional sabr/libor pde models

    SIAM Journal on Scientific Computing, Vol. 43, Núm. 1, pp. B30-B54