José V. M. Vicente

According to our database, José V. M. Vicente authored at least 2 papers between 2016 and 2017.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2017

A new method for pricing interest-rate derivatives in fixed income markets.

Jack Baczynski, Juan B. R. Otazu, José V. M. Vicente

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016

A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option.

Allan Jonathan da Silva, Jack Baczynski, José V. M. Vicente

J. Comput. Appl. Math., 2016