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Disambiguation of "Martínez-Rodríguez, Julia"

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

, , and . J. Comput. Appl. Math., (2017)

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Julia Daniela Horna Rodríguez

Julia Victoria Rodríguez Barahona

Vania Martínez

Carlos Martínez

Conrado Martínez

 

Other publications of authors with the same name

Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models., and . J. Comput. Appl. Math., (2016)Modelling the term structure of interest rates: An efficient nonparametric approach, and . Journal of Banking & Finance, 32 (4): 614--623 (April 2008)The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes., and . J. Comput. Appl. Math., (2019)Numerical analysis of a population model of marine invertebrates with different life stages., , , and . Commun. Nonlinear Sci. Numer. Simul., 18 (8): 2153-2163 (2013)An age-structured population model with delayed and space-limited recruitment., , , and . Commun. Nonlinear Sci. Numer. Simul., (2022)A numerical approach to obtain the yield curves with different risk-neutral drifts., and . Math. Comput. Model., 54 (7-8): 1773-1780 (2011)A multiplicative seasonal component in commodity derivative pricing., , and . J. Comput. Appl. Math., (2018)Numerical analysis of an open marine population model with spaced-limited recruitment., , , and . Math. Comput. Model., 52 (7-8): 1037-1044 (2010)Advances in pricing commodity futures: Multifactor models., and . Math. Comput. Model., 57 (7-8): 1722-1731 (2013)A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models., , and . J. Comput. Appl. Math., (2017)