Publicaciones en colaboración con investigadores/as de Universidad Politécnica de Valencia (2)

2016

  1. Computing American option price under regime switching with rationality parameter

    Computers and Mathematics with Applications, Vol. 72, Núm. 3, pp. 741-754

  2. Finite difference methods for pricing American put option with rationality parameter: Numerical analysis and computing

    Journal of Computational and Applied Mathematics, Vol. 304, pp. 1-17