Publicaciones en colaboración con investigadores/as de University of Bologna (5)

2021

  1. PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model

    Communications in Nonlinear Science and Numerical Simulation, Vol. 102

2019

  1. A new mathematical model for pricing a mine extraction project

    Nonlinear Analysis: Real World Applications, Vol. 50, pp. 8-24

2013

  1. Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem

    Journal of Mathematical Analysis and Applications, Vol. 403, Núm. 1, pp. 38-53

  2. Mathematical analysis and numerical methods for pricing pension plans allowing early retirement

    SIAM Journal on Applied Mathematics, Vol. 73, Núm. 5, pp. 1747-1767

2011

  1. Mathematical analysis and numerical methods for a partial differential equations model governing a ratchet cap pricing in the LIBOR market model

    Mathematical Models and Methods in Applied Sciences, Vol. 21, Núm. 7, pp. 1479-1498