VICTOR
GATON BUSTILLO
PROFESOR AYUDANTE DOCTOR
Publicaciones (5) Publicaciones de VICTOR GATON BUSTILLO
2022
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Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation
Dynamic Games and Applications, Vol. 12, Núm. 3, pp. 813-843
2021
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A pseudospectral method for option pricing with transaction costs under exponential utility
Journal of Computational and Applied Mathematics, Vol. 394
2019
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An extension of Heston's SV model to stochastic interest rates
Journal of Computational and Applied Mathematics, Vol. 354, pp. 174-182
2017
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A spectral method for an Optimal Investment problem with transaction costs under Potential Utility
Journal of Computational and Applied Mathematics, Vol. 319, pp. 262-276
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Chebyshev reduced basis function applied to option valuation
Computational Management Science, Vol. 14, Núm. 4, pp. 465-491