Chebyshev reduced basis function applied to option valuation. - Javier de Frutos; Víctor Gatón (Comput. Manag. Sci., 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)

An extension of Heston's SV model to stochastic interest rates. - Javier de Frutos; Víctor Gatón (J. Comput. Appl. Math., 2019)

On Discrete-Time Approximations to Infinite Horizon Differential Games. - Javier de Frutos; Víctor Gatón; Julia Novo (CoRR, 2021)

A pseudospectral method for option pricing with transaction costs under exponential utility. - Javier de Frutos; Víctor Gatón (J. Comput. Appl. Math., 2021)

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)

A tensorial-parallel Chebyshev method for a differential game theory problem. - Carmelo de Castro; Víctor Gatón; Beatriz Gómez (CoRR, 2023)