A numerical approach to obtain the yield curves with different risk-neutral drifts. - Lourdes Gómez-Valle; Julia Martínez-Rodríguez (Math. Comput. Model., 2011)

Advances in pricing commodity futures: Multifactor models. - Lourdes Gómez-Valle; Julia Martínez-Rodríguez (Math. Comput. Model., 2013)

Estimation of risk-neutral processes in single-factor jump-diffusion interest rate models. - Lourdes Gómez-Valle; Julia Martínez-Rodríguez (J. Comput. Appl. Math., 2016)

A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models. - Lourdes Gómez-Valle; Z. Habibilashkary; Julia Martínez-Rodríguez (J. Comput. Appl. Math., 2017)

A multiplicative seasonal component in commodity derivative pricing. - Lourdes Gómez-Valle; Z. Habibilashkary; Julia Martínez-Rodríguez (J. Comput. Appl. Math., 2018)

The risk-neutral stochastic volatility in interest rate models with jump-diffusion processes. - Lourdes Gómez-Valle; Julia Martínez-Rodríguez (J. Comput. Appl. Math., 2019)