Jorge P. Zubelli
Orcid: 0000-0003-1581-9505Affiliations:
- IMPA, Rio de Janeiro, Brazil
According to our database1,
Jorge P. Zubelli
authored at least 18 papers
between 2001 and 2025.
Collaborative distances:
Collaborative distances:
Timeline
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Online presence:
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on zbmath.org
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on orcid.org
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on d-nb.info
On csauthors.net:
Bibliography
2025
Rudin's extension theorems and exponential convexity for matrix- and function-valued positive semidefinite functions.
Comput. Appl. Math., February, 2025
2024
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance.
Eng. Appl. Artif. Intell., 2024
2023
A Diffusion-Map-Based Algorithm for Gradient Computation on Manifolds and Applications.
IEEE Access, 2023
2022
2020
CoRR, 2020
2019
The calibration of stochastic local-volatility models: An inverse problem perspective.
Comput. Math. Appl., 2019
2018
A Nonintrusive Stratified Resampler for Regression Monte Carlo: Application to Solving Nonlinear Equations.
SIAM J. Numer. Anal., 2018
2014
Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options.
J. Optim. Theory Appl., 2014
2011
Math. Comput. Model., 2011
2008
Math. Comput. Model., 2008
Math. Comput. Model., 2008
2001