Publicaciones en las que colabora con José Germán López Salas (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