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Publications by José-Ramón Pintos

A Consistent Stable Numerical Scheme for a Nonlinear Option Pricing Model in Illiquid Markets

Mathematics and Computers in Simulation

Numerical Analysis

Applied Mathematics

Computer Science

Theoretical Computer Science

English

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Risk Management for Derivatives in Illiquid Markets: A Simulation Study

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Option Pricing in a Conditional Bilateral Gamma Model

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Option Pricing and Hedging Bounds in Incomplete Markets

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Option Pricing Under a Stressed-Beta Model

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Pricing Option CGMY Model

IOSR Journal of Mathematics

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A Tale of Two Option Markets: Pricing Kernels and Volatility Risk

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Cliquet Option Pricing in a Jump-Diffusion Lévy Model

Modern Stochastics: Theory and Applications

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Dynamic Consistent NSFD Scheme for a Viral Infection Model With Cellular Infection and General Nonlinear Incidence

Advances in Difference Equations

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Binomial Option Pricing Model

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