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A numerical approach to obtain the yield curves with different risk-neutral drifts Math. Comput. Modelling 54 1773--1780 (2011) Gómez-Valle, L. and Martínez-Rodríguez, J.
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Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models J. Comput. Appl. Math. 291 48--57 (2016) Gómez-Valle, L. and Martínez-Rodríguez, J.
A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models J. Comput. Appl. Math. 309 435--441 (2017) Gómez-Valle, L. and Habibilashkary, Z. and Martínez-Rodríguez, J.
The role of the risk-neutral jump size distribution in single-factor interest rate models Abstr. Appl. Anal. 0 Art. ID 805695, 8 (2015) Gómez-Valle, L. and Martínez-Rodríguez, J.
Advances in pricing commodity futures: multifactor models Math. Comput. Modelling 57 1722--1731 (2013) Gómez-Valle, L. and Martínez-Rodríguez, J.
A numerical approach to obtain the yield curves with different risk-neutral drifts Math. Comput. Modelling 54 1773--1780 (2011) Gómez-Valle, L. and Martínez-Rodríguez, J.
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