Jorge P. Zubelli

Identifiers

• name variant Jorge P. Zubelli 0.60 · backfill

Papers (12)

1. A policy iteration algorithm for nonzero-sum stochastic impulse games math.OC · 2018 · author #5
2. The Calibration of Stochastic-Local Volatility Models - An Inverse Problem Perspective q-fin.CP · 2017 · author #3
3. Local Volatility Models in Commodity Markets and Online Calibration q-fin.CP · 2016 · author #3
4. Data driven recovery of local volatility surfaces math.NA · 2015 · author #4
5. A Hedged Monte Carlo Approach to Real Option Pricing q-fin.CP · 2015 · author #4
6. On the Choice of the Tikhonov Regularization Parameter and the Discretization Level: A Discrepancy-Based Strategy math.NA · 2014 · author #3
7. Multiscale Stochastic Volatility Model for Derivatives on Futures q-fin.CP · 2013 · author #3
8. Online Local Volatility Calibration by Convex Regularization with Morozov's Principle and Convergence Rates math.NA · 2012 · author #2
9. Global stability for a class of virus models with CTL immune response and antigenic variation q-bio.PE · 2008 · author #2
10. Bi-Hamiltonian Aspects of a Matrix Harry Dym Hierarchy nlin.SI · 2006 · author #4
11. On the Bi-Hamiltonian Theory for the Harry Dym Equation math-ph · 2001 · author #3
12. A Bi-Hamiltonian Theory for Stationary KdV Flows and their Separability nlin.SI · 2000 · author #4

Mentions

• 1509.03577 #4 · backfill · confidence 0.70 Jorge P. Zubelli
• 1803.05830 #5 · arxiv_oai · confidence 0.70 Jorge P. Zubelli
• 1711.03023 #3 · arxiv_oai · confidence 0.70 Jorge P. Zubelli
• 1512.07660 #4 · arxiv_oai · confidence 0.70 Jorge P. Zubelli
• 1410.6222 #3 · arxiv_oai · confidence 0.70 Jorge P. Zubelli
• 1211.0170 #2 · arxiv_oai · confidence 0.70 Jorge P. Zubelli
• 1410.6222 #3 · backfill · confidence 0.70 Jorge P. Zubelli
• 1311.4249 #3 · backfill · confidence 0.70 Jorge P. Zubelli
• 1211.0170 #2 · backfill · confidence 0.70 Jorge P. Zubelli
• 0810.4364 #2 · backfill · confidence 0.70 Jorge P. Zubelli

Frequent Coauthors

• Marco Pedroni 3 shared papers
• Vinicius Albani 3 shared papers
• Max O. Souza 2 shared papers
• Uri M. Ascher 2 shared papers
• Xu Yang 2 shared papers
• Yuri F. Saporito 2 shared papers
• Adriano De Cezaro 1 shared papers
• Diego Zabaljauregui 1 shared papers
• Edgardo Brigatti 1 shared papers
• Felipe Macias 1 shared papers
• Francisco Bernal 1 shared papers
• Franco Magri 1 shared papers
• Gregorio Falqui 1 shared papers
• Jean-Pierre Fouque 1 shared papers
• Laura Fontanelli 1 shared papers
• Mohamed Mnif 1 shared papers
• Paolo Lorenzoni 1 shared papers
• Ren\'e A\"id 1 shared papers
• Vincenzo Sciacca 1 shared papers
• Vinicius V. L. Albani 1 shared papers