Listagem Produção Intelectual em Bases Externas por autor "Zubelli, Jorge P."

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Locally Linearized methods for the simulation of stochastic oscillators driven by random forces

De la Cruz, Hugo; Jimenez, J. C.; Zubelli, Jorge P.
2017-03

In this work, the performance of Locally Linearized integrators for the numerical simulation of stochastic oscillators driven by random forces is studied. This includes the reproduction of a number of dynamical properties ...
Robust management and pricing of liquefied natural gas contracts with cancelation options

Guigues, Vincent Gérard Yannick; Sagastizábal, Claudia; Zubelli, Jorge P.
2014

Liquefied Natural Gas contracts offer cancelation options that make their pricing difficult, especially if many gas storages need to be taken into account. We develop a valuation mechanism from the buyer's perspective, a ...