J. P. Zubelli
AuthID: R-006-FAM
1
TITLE: Welfare-Balanced International Trade Agreements Full Text
AUTHORS: Martins, Filipe ; Pinto, Alberto A. ; Zubelli, Jorge P.;
PUBLISHED: 2023, SOURCE: MATHEMATICS, VOLUME: 11, ISSUE: 1
AUTHORS: Martins, Filipe ; Pinto, Alberto A. ; Zubelli, Jorge P.;
PUBLISHED: 2023, SOURCE: MATHEMATICS, VOLUME: 11, ISSUE: 1
2
TITLE: NASH AND SOCIAL WELFARE IMPACT IN AN INTERNATIONAL TRADE MODEL
AUTHORS: Jorge Passamani Zubelli; Alberto A Pinto ; Filipe Martins ;
PUBLISHED: 2017, SOURCE: JOURNAL OF DYNAMICS AND GAMES, VOLUME: 4, ISSUE: 2
AUTHORS: Jorge Passamani Zubelli; Alberto A Pinto ; Filipe Martins ;
PUBLISHED: 2017, SOURCE: JOURNAL OF DYNAMICS AND GAMES, VOLUME: 4, ISSUE: 2
3
TITLE: Theory and measurements of harmonic generation in semiconductor superlattices with applications in the 100 GHz to 1 THz range
AUTHORS: Pereira, MF; Zubelli, JP; Winge, D; Wacker, A; Rodrigues, AS ; Anfertev, V; Vaks, V;
PUBLISHED: 2017, SOURCE: PHYSICAL REVIEW B, VOLUME: 96, ISSUE: 4
AUTHORS: Pereira, MF; Zubelli, JP; Winge, D; Wacker, A; Rodrigues, AS ; Anfertev, V; Vaks, V;
PUBLISHED: 2017, SOURCE: PHYSICAL REVIEW B, VOLUME: 96, ISSUE: 4
4
TITLE: EFFECTIVE ROUGH BOUNDARY PARAMETRIZATION FOR REACTION-DIFFUSION SYSTEMS Full Text
AUTHORS: Mocenni, C; Sparacino, E; Zubelli, JP;
PUBLISHED: 2014, SOURCE: APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS, VOLUME: 8, ISSUE: 1
AUTHORS: Mocenni, C; Sparacino, E; Zubelli, JP;
PUBLISHED: 2014, SOURCE: APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS, VOLUME: 8, ISSUE: 1
INDEXED IN: WOS CrossRef
5
TITLE: Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options Full Text
AUTHORS: Guigues, V; Sagastizabal, C; Zubelli, JP;
PUBLISHED: 2014, SOURCE: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, VOLUME: 161, ISSUE: 1
AUTHORS: Guigues, V; Sagastizabal, C; Zubelli, JP;
PUBLISHED: 2014, SOURCE: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, VOLUME: 161, ISSUE: 1
INDEXED IN: WOS CrossRef
6
TITLE: ONLINE LOCAL VOLATILITY CALIBRATION BY CONVEX REGULARIZATION Full Text
AUTHORS: Vinicius Albani; Jorge P Zubelli;
PUBLISHED: 2014, SOURCE: APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS, VOLUME: 8, ISSUE: 2
AUTHORS: Vinicius Albani; Jorge P Zubelli;
PUBLISHED: 2014, SOURCE: APPLICABLE ANALYSIS AND DISCRETE MATHEMATICS, VOLUME: 8, ISSUE: 2
INDEXED IN: WOS CrossRef
7
TITLE: Real option pricing with mean-reverting investment and project value Full Text
AUTHORS: Sebastian Jaimungal; Max O de Souza; Jorge P Zubelli;
PUBLISHED: 2013, SOURCE: EUROPEAN JOURNAL OF FINANCE, VOLUME: 19, ISSUE: 7-8
AUTHORS: Sebastian Jaimungal; Max O de Souza; Jorge P Zubelli;
PUBLISHED: 2013, SOURCE: EUROPEAN JOURNAL OF FINANCE, VOLUME: 19, ISSUE: 7-8
INDEXED IN: WOS CrossRef
8
TITLE: On the Numerical Integration of a Random Integral Equation Arising in the Simulation of Stochastic Transport Equations Full Text
AUTHORS: Hugo de la Cruz; Olivera, CH; Zubelli, JP;
PUBLISHED: 2013, SOURCE: 11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) in 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), VOLUME: 1558
AUTHORS: Hugo de la Cruz; Olivera, CH; Zubelli, JP;
PUBLISHED: 2013, SOURCE: 11th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM) in 11TH INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2013, PTS 1 AND 2 (ICNAAM 2013), VOLUME: 1558
INDEXED IN: WOS CrossRef
9
TITLE: Convex regularization of local volatility models from option prices: Convergence analysis and rates Full Text
AUTHORS: De Cezaro, A; Scherzer, O; Zubelli, JP;
PUBLISHED: 2012, SOURCE: NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, VOLUME: 75, ISSUE: 4
AUTHORS: De Cezaro, A; Scherzer, O; Zubelli, JP;
PUBLISHED: 2012, SOURCE: NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, VOLUME: 75, ISSUE: 4
INDEXED IN: WOS CrossRef
10
TITLE: Strategic investment decisions under fast mean-reversion stochastic volatility Full Text
AUTHORS: Max O Souza; Jorge P Zubelli;
PUBLISHED: 2011, SOURCE: 4th Brazilian Conference on Statistical Modelling in Insurance and Finance in APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, VOLUME: 27, ISSUE: 1
AUTHORS: Max O Souza; Jorge P Zubelli;
PUBLISHED: 2011, SOURCE: 4th Brazilian Conference on Statistical Modelling in Insurance and Finance in APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, VOLUME: 27, ISSUE: 1
INDEXED IN: WOS CrossRef