Publicaciones en las que colabora con Silvia Mayoral Blaya (3)

2009

  1. Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm

    European Journal of Operational Research, Vol. 192, Núm. 2, pp. 603-620

2007

  1. Risk-neutral valuation with infinitely many trading dates

    Mathematical and Computer Modelling, Vol. 45, Núm. 11-12, pp. 1308-1318

2006

  1. Optimizing Measures of Risk: A Simplex-like Algorithm

    Working Papers ( Universidad de Navarra. Facultad de Ciencias Económicas y Empresariales )