Lourdes Gómez-Valle

According to our database, Lourdes Gómez-Valle authored at least 6 papers between 2011 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of seven.

2019

The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes.

Lourdes Gómez-Valle, Julia Martínez-Rodríguez

J. Comput. Appl. Math., 2019

2018

A multiplicative seasonal component in commodity derivative pricing.

Lourdes Gómez-Valle, Z. Habibilashkary, Julia Martínez-Rodríguez

J. Comput. Appl. Math., 2018

2017

A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models.

Lourdes Gómez-Valle, Z. Habibilashkary, Julia Martínez-Rodríguez

J. Comput. Appl. Math., 2017

2016

Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models.

Lourdes Gómez-Valle, Julia Martínez-Rodríguez

J. Comput. Appl. Math., 2016

2013

Advances in pricing commodity futures: Multifactor models.

Lourdes Gómez-Valle, Julia Martínez-Rodríguez

Math. Comput. Model., 2013

2011

A numerical approach to obtain the yield curves with different risk-neutral drifts.

Lourdes Gómez-Valle, Julia Martínez-Rodríguez

Math. Comput. Model., 2011