Concepedia

L. Gómez-Valle

LG

3

Publications

39

Citations

3

H-Index

2007

Active since

Affiliations

Universidad de Valladolid(Current)

L. Gómez-Valle is an author at Universidad de Valladolid specializing in finance, business, and jump diffusions.

ORCID

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Publications per year

2007–2016

3

Publications

3

Modelling the term structure of interest rates: An efficient nonparametric approach

L. Gómez-Valle, Julia Martínez‐Rodríguez · Journal of Banking & Finance · 2007 · 15 citations

, , +12

Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models

L. Gómez-Valle, Julia Martínez‐Rodríguez · Journal of Computational and Applied Mathematics · 2015 · 12 citations · Full text

, , +11

A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models

L. Gómez-Valle, Z. Habibilashkary, Julia Martínez‐Rodríguez · Journal of Computational and Applied Mathematics · 2016 · 12 citations

, , +11

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