Estimating risk‐neutral freight rate dynamics: A nonparametric approach
Gómez‐Valle, Lourdes, Kyriakou, Ioannis, Martínez‐Rodríguez, Julia, Nomikos, Nikos K.
Published in The journal of futures markets (01.11.2021)
Published in The journal of futures markets (01.11.2021)
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Journal Article
Financial boundary conditions in a continuous model with discrete-delay for pricing commodity futures and its application to the gold market
Gómez-Valle, Lourdes, López-Marcos, Miguel Ángel, Martínez-Rodríguez, Julia
Published in Chaos, solitons and fractals (01.10.2024)
Published in Chaos, solitons and fractals (01.10.2024)
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Journal Article
Estimating and pricing commodity futures with time‐delay stochastic processes
Gómez‐Valle, Lourdes, Martínez‐Rodríguez, Julia
Published in Mathematical methods in the applied sciences (10.02.2023)
Published in Mathematical methods in the applied sciences (10.02.2023)
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Journal Article
Improving the term structure of interest rates: two-factor models
Gómez-Valle, Lourdes, Martínez-Rodríguez, Julia
Published in International journal of finance and economics (01.07.2010)
Published in International journal of finance and economics (01.07.2010)
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Journal Article
Modelling the term structure of interest rates: An efficient nonparametric approach
Gómez-Valle, Lourdes, Martínez-Rodríguez, Julia
Published in Journal of banking & finance (01.04.2008)
Published in Journal of banking & finance (01.04.2008)
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Journal Article