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A new approach for pricing commodity futures contracts
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: International journal of economics and business research 1 (2009) 1, pp. 109-117
Persistent link: https://www.econbiz.de/10003955393
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Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10008702343
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Modelling the term structure of interest rates : an efficient nonparametric approach
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - In: Journal of banking & finance 32 (2008) 4, pp. 614-623
Persistent link: https://www.econbiz.de/10003707723
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Term structure of interest rates : parametric risk-neutral drift
Gómez-Valle, Lourdes; Martínez-Rodríguez, Julia - 2010
Persistent link: https://www.econbiz.de/10011929815
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Estimating risk‐neutral freight rate dynamics : A nonparametric approach
Gómez‐Valle, Lourdes; Kyriakou, Ioannis; … - In: Journal of Futures Markets 41 (2021) 11, pp. 1824-1842
Persistent link: https://www.econbiz.de/10012632623
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An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Gómez-del-Valle, Lourdes; Martínez-Rodríguez, Julia - 2006
Persistent link: https://www.econbiz.de/10003630292