Risk Management under a Factor Stochastic volatility Model. - Marcos Escobar; Pablo Olivares (Asia Pac. J. Oper. Res., 2011)

Maximum Likelihood Estimators for a Supercritical Branching Diffusion Process. - Pablo Olivares; Janko Hernández (Int. J. Math. Math. Sci., 2012)

Pricing Basket Options by Polynomial Approximations. - Pablo Olivares; Alexander Alvarez (J. Appl. Math., 2016)

A Finite Elements Strategy for Spread Contract Valuation Via Associated PIDE. - Pablo Olivares; Ciro Díaz (CoRR, 2020)

A finite elements approach for spread contract valuation via associated two-dimensional PIDE. - Pablo Olivares; Ciro Díaz (Comput. Appl. Math., 2023)

A Learning - Based Particle Swarm Optimizer for Solving Mathematical Combinatorial Problems. - Rodrigo Olivares; Ricardo Soto 001; Broderick Crawford; Víctor Ríos; Pablo Olivares; Camilo Ravelo; Sebastian Medina; Diego Nauduan (Axioms, 2023)

Pricing Weather Derivatives: A Time Series Neural Network Approach. - Marco Hening-Tallarico; Pablo Olivares (CoRR, 2024)