Victor Gaton | DeepAI

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Featured Co-authors

Julia Novo
10 publications
Javier de Frutos
4 publications
Carmelo de Castro
1 publication
Beatriz Gómez
1 publication

research

∙ 07/10/2023

A tensorial-parallel Chebyshev method for a differential game theory problem

This paper concerns the design of a multidimensional Chebyshev interpola...

0 Carmelo de Castro, et al. ∙

research

∙ 12/06/2021

On Discrete-Time Approximations to Infinite Horizon Differential Games

In this paper we study a discrete-time semidiscretization of an infinite...

0 Javier de Frutos, et al. ∙

research

∙ 03/09/2021

A pseudospectral method for Option Pricing with Transaction Costs under Exponential Utility

This paper concerns the design of a Fourier based pseudospectral numeric...

0 Javier de Frutos, et al. ∙

research

∙ 09/24/2018

An extension of Heston's SV model to Stochastic Interest Rates

In 'A Closed-Form Solution for Options with Stochastic Volatility with A...

0 Javier de Frutos, et al. ∙