Pablo Olivares | DeepAI

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Featured Co-authors

Ciro Diaz
3 publications
Sebastian Ferrando
1 publication
Konrad Gajewski
1 publication

research

∙ 09/17/2020

A Finite Elements Strategy for Spread Contract Valuation Via Associated PIDE

We study an efficient strategy based on finite elements to value spread ...

0 Pablo Olivares, et al. ∙

research

∙ 05/29/2020

Pricing Energy Contracts under Regime Switching Time-Changed models

The shortcomings of the popular Black-Scholes-Merton (BSM) model have le...

0 Konrad Gajewski, et al. ∙