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Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.; Ehrhardt, Matthias; Vázquez, Carlos - In: The journal of computational finance 20 (2016/2017) 3, pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
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A new approach to the quantification of model risk for practitioners
Krajčovičová, Zuzana; Pérez-Velasco, Pedro Pablo; … - In: The journal of computational finance 23 (2019) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012111255
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A libor market model including credit risk under the real-world measure
Lopes, Sara Dutra; Vázquez, Carlos - In: The journal of computational finance 24 (2020) 3, pp. 111-141
Persistent link: https://www.econbiz.de/10012544160
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Special issue: third international conference on computational finance, part I
Arregui, Iñigo (ed.); García, José A. (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012546327
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Special issue: third international conference on computational finance, part II
Arregui, Iñigo (ed.); García, José A. (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10012546840