| Modelling the term structure of interest rates: An efficient nonparametric approach L Gómez-Valle, J Martínez-Rodríguez Journal of Banking & Finance 32 (4), 614-623, 2008 | 24 | 2008 |
| Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models L Gómez-Valle, J Martínez-Rodríguez Journal of Computational and Applied Mathematics 291, 48-57, 2016 | 20 | 2016 |
| A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models L Gómez-Valle, Z Habibilashkary, J Martínez-Rodríguez Journal of Computational and Applied Mathematics 309, 435-441, 2017 | 17 | 2017 |
| Advances in pricing commodity futures: Multifactor models L Gómez-Valle, J Martínez-Rodríguez Mathematical and Computer Modelling 57 (7-8), 1722-1731, 2013 | 12 | 2013 |
| A multiplicative seasonal component in commodity derivative pricing L Gómez-Valle, Z Habibilashkary, J Martínez-Rodríguez Journal of Computational and Applied Mathematics 330, 835-847, 2018 | 9 | 2018 |
| Two new strategies for pricing freight options by means of a valuation PDE and by functional bounds L Gómez-Valle, MA López-Marcos, J Martínez-Rodríguez Mathematics 8 (4), 620, 2020 | 7 | 2020 |
| The Role of the Risk‐Neutral Jump Size Distribution in Single‐Factor Interest Rate Models L Gómez-Valle, J Martínez-Rodríguez Abstract and Applied Analysis 2015 (1), 805695, 2015 | 7 | 2015 |
| Including Jumps in the Stochastic Valuation of Freight Derivatives L Gómez-Valle, J Martínez-Rodríguez Mathematics 9 (2), 154, 2021 | 6 | 2021 |
| Estimating and pricing commodity futures with time‐delay stochastic processes L Gómez‐Valle, J Martínez‐Rodríguez Mathematical Methods in the Applied Sciences, 2023 | 4 | 2023 |
| Incorporating boundary conditions in a stochastic volatility model for the numerical approximation of bond prices L Gómez‐Valle, MÁ López‐Marcos, J Martínez‐Rodríguez Mathematical Methods in the Applied Sciences 43 (14), 7993-8005, 2020 | 4 | 2020 |
| The risk-neutral stochastic volatility in interest rate models with jump–diffusion processes L Gómez-Valle, J Martínez-Rodríguez Journal of Computational and Applied Mathematics 347, 49-61, 2019 | 4 | 2019 |
| A new approach for pricing commodity futures contracts L Gomez-Valle, J Martinez-Rodriguez International Journal of Economics and Business Research 1 (1), 109-117, 2009 | 4 | 2009 |
| Improving the term structure of interest rates: two‐factor models L Gómez‐Valle, J Martínez‐Rodríguez International Journal of Finance & Economics 15 (3), 275-287, 2010 | 3 | 2010 |
| Estimating risk‐neutral freight rate dynamics: A nonparametric approach L Gómez‐Valle, I Kyriakou, J Martínez‐Rodríguez, NK Nomikos Journal of Futures Markets 41 (11), 1824-1842, 2021 | 2 | 2021 |
| The jump size distribution of the commodity spot price and its effect on futures and option prices L Gómez-Valle, Z Habibilashkary, J Martínez-Rodríguez Abstract and Applied Analysis 2017 (1), 3286549, 2017 | 2 | 2017 |
| A numerical approach to obtain the yield curves with different risk-neutral drifts L Gómez-Valle, J Martínez-Rodríguez Mathematical and Computer Modelling 54 (7-8), 1773-1780, 2011 | 2 | 2011 |
| Financial boundary conditions in a continuous model with discrete-delay for pricing commodity futures and its application to the gold market L Gómez-Valle, MÁ López-Marcos, J Martínez-Rodríguez Chaos, Solitons & Fractals 187, 115476, 2024 | | 2024 |
| Including Jumps in the Stochastic Valuation of Freight Derivatives. Mathematics 2021, 9, 154 L Gómez-Valle, J Martínez-Rodríguez s Note: MDPI stays neu-tral with regard to jurisdictional clai-ms in …, 2021 | | 2021 |
| Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility L Gómez-Valle, J Martínez-Rodríguez Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF …, 2018 | | 2018 |
| Jump-diffusion term structure models: some results L Gómez-Valle, J Martınez-Rodrıguez MODELLING FOR ENGINEERING AND HUMAN BEHAVIOUR 2013, 73, 2010 | | 2010 |
Julia Martínez RodríguezProfesor Titular de Universidad, Universidad de Valladolid在 eco.uva.es 的电子邮件经过验证
