Víctor Gatón

According to our database, Víctor Gatón authored at least 7 papers between 2017 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

A tensorial-parallel Chebyshev method for a differential game theory problem.

Carmelo de Castro, Víctor Gatón, Beatriz Gómez

CoRR, 2023

2022

Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation.

Javier de Frutos, Víctor Gatón, Paula M. López-Pérez, Guiomar Martín-Herrán

Dyn. Games Appl., 2022

2021

A pseudospectral method for option pricing with transaction costs under exponential utility.

Javier de Frutos, Víctor Gatón

J. Comput. Appl. Math., 2021

On Discrete-Time Approximations to Infinite Horizon Differential Games.

Javier de Frutos, Víctor Gatón, Julia Novo

CoRR, 2021

2019

An extension of Heston's SV model to stochastic interest rates.

Javier de Frutos, Víctor Gatón

J. Comput. Appl. Math., 2019

2017

A spectral method for an Optimal Investment problem with transaction costs under Potential Utility.

Javier de Frutos, Víctor Gatón

J. Comput. Appl. Math., 2017

Chebyshev reduced basis function applied to option valuation.

Javier de Frutos, Víctor Gatón

Comput. Manag. Sci., 2017