Luis Ortiz-Gracia
Universidad de Barcelona
H-index: 11
Europe-Spain
Top articles of Luis Ortiz-Gracia
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
FAST COS BEM METHOD IN HESTON MODEL | A Aimi C Guardasoni L Ortiz-Gracia S Sanfelici | 2023 | |
Climate Risk Management by Means of Derivatives | Available at SSRN 4432594 | Augusto Blanc-Blocquel Rodolfo Oviedo Luis Ortiz-Gracia | 2023 |
Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation | Available at SSRN | Augusto Blanc-Blocquel Luis Ortiz-Gracia Rodolfo Oviedo | 2023/10/31 |
Students’ perception of team-based learning: evidence in Economics | International Journal of Educational Innovation and Research | Gemma Abío Manuela Alcañiz Marta Gómez-Puig Luis Ortiz-Gracia Vicente Royuela | 2023/7/27 |
Fast barrier option pricing by the COS BEM method in Heston model (with Matlab code) | Computational Methods in Applied Mathematics | Alessandra Aimi Chiara Guardasoni Luis Ortiz-Gracia Simona Sanfelici | 2023/4/1 |
Hedging at-the-money digital options near maturity | Methodology and Computing in Applied Probability | Augusto Blanc-Blocquel Luis Ortiz-Gracia Rodolfo Oviedo | 2023/3 |
QUANTIFICATION OF RISK | Catalina Bolancé Losilla Luís Ortíz Gracia | 2022/11/15 | |
Impact of peers in educational outcomes in Economics | REIRE. Revista d'Innovació i Recerca en Educació, 2022, vol. 15, num. 2, p. 1-18 | Gemma Abío Manuela Alcañiz Carlos Marcelo Belloni Marta Gómez-Puig Luis Ortiz Gracia | 2022/6/28 |
Impacto entre iguales en los resultados educativos en Economía | REIRE Revista d'Innovació i Recerca en Educació | Gemma Abio Manuela Alcañiz Carlos M Belloni Marta Gómez-Puig Luis Ortiz-Gracia | 2022/6/28 |
The ctmc–heston model: calibration and exotic option pricing with swift | Journal of Computational Finance | Alvaro Leitao Rodriguez J Lars Kirkby Luis Ortiz-Gracia | 2021/10/18 |
SWIFT calibration of the Heston model | Mathematics | Eudald Romo Luis Ortiz-Gracia | 2021/3/3 |
Model-free computation of risk contributions in credit portfolios | Applied Mathematics and Computation | Álvaro Leitao Luis Ortiz-Gracia | 2020/10/1 |
Expected shortfall computation with multiple control variates | Applied Mathematics and Computation | Luis Ortiz-Gracia | 2020/5/15 |
Co-Authors
