Frutos Javier de

Javier de Frutos

Information about the author Javier de Frutos will soon be added to the site.
Found 3 papers in total
Option pricing under GARCH processes using PDE methods
Option pricing under GARCH processes using PDE methods
2010
In this paper, we propose a partial differential equation formulation for the value of...
A spectral method for bonds
A spectral method for bonds
2008
We present an spectral numerical method for the numerical valuation of bonds with...
Implicit–explicit Runge–Kutta methods for financial derivatives pricing models
Implicit–explicit Runge–Kutta methods for financial derivatives pricing models
2006
Implicit–explicit Runge–Kutta methods are investigated for application to...
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