Análisis Matemático
Departamento
![Foto de José Germán](/img/nophoto.png)
José Germán
López Salas
Publicaciones en las que colabora con José Germán López Salas (2)
2024
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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
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Amfr-w numerical methods for solving high-dimensional sabr/libor pde models
SIAM Journal on Scientific Computing, Vol. 43, Núm. 1, pp. B30-B54