Browsing by Author Ortiz Gracia, Luis
Showing results 4 to 17 of 17
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| Issue Date | Title | Author(s) |
|---|---|---|
| Nov-2024 | Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation | Blanc-Blocquel, Augusto; Ortiz Gracia, Luis; Oviedo, Rodolfo J. |
| May-2020 | Expected shortfall computation with multiple control variates | Ortiz Gracia, Luis |
| 1-Apr-2023 | Fast barrier option pricing by the COS BEM method in Heston model | Aimi, Alessandra; Guardasoni, Chiara; Ortiz Gracia, Luis; Sanfelici, Simona |
| 6-Mar-2025 | Gamificació amb eines web en assignatures quantitatives i de gestió del risc | Pérez Marín, Ana María; Alcañiz, Manuela; Ayuso, Mercedes; Bermúdez, Lluís; Bolancé Losilla, Catalina; Montserrat, Guillén; Chuliá Soler, Helena; López-Tamayo, Jordi; Ortiz Gracia, Luis; Riera i Prunera, Maria Carme; Santolino, Miguel |
| 10-Feb-2023 | Hedging at-the-money digital options near maturity | Blanc-Blocquel, Augusto; Ortiz Gracia, Luis; Oviedo, Rodolfo J. |
| Aug-2017 | Pricing early-exercise and discrete barrier options by Shannon wavelet expansions | Maree, Stef C.; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
| Oct-2019 | Quantifying credit portfolio losses under multi-factor models | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |
| 2023 | Regulatory capital for credit risk: Is there a loophole in the system? | Teji, Abhishek |
| 27-Jul-2023 | Students' perception of team-based learning: Evidence in Economics | Abío, Gemma; Alcañiz, Manuela; Gómez-Puig, Marta; Ortiz Gracia, Luis; Royuela Mora, Vicente; Rubert, Glòria; Serrano, Mònica (Serrano Gutiérrez); Stoyanova, Alexandrina Petrova |
| 2016 | Superficie de volatilidad e interpolación de opciones del Ibex no cotizadas | Madaula Esquirol, Oriol |
| Mar-2021 | SWIFT Calibration of the Heston model | Romo, Eudald; Ortiz Gracia, Luis |
| 2020 | Tarificación de seguros hipotecarios | Gayet Mas, Ramon |
| 1-Mar-2021 | The CTMC-Heston model: calibration and exotic option pricing with SWIFT | Leitao, Alvaro; Kirkby, J. Lars; Ortiz Gracia, Luis |
| Jul-2017 | Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options | Colldeforns Papiol, Gemma; Ortiz Gracia, Luis; Oosterlee, C. W. (Cornelis W.) |