Listar por autor "Ráfales, Jonatan"
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Contributions to the mathematical analysis and numerical simulation of stochastic models of general equilibrium with heterogeneous agents and fixed costs
Ráfales, Jonatan (2023)[Abstract] In the framework of general equilibrium models for heterogeneous agents under rational expectations, we analyze different problems to establish their mathematical model and numerical solution. The productivity ... -
Equilibrium models with heterogeneous agents under rational expectations and its numerical solution
Ráfales, Jonatan; Vázquez, Carlos (Elsevier B.V., 2021-05)[Abstract]: In this work we assume rational expectations to pose general equilibrium models with heterogeneous firms that can enter or exit the industry. More precisely, we assume a general Ito process for the dynamics of ... -
Jump–diffusion productivity models in equilibrium problems with heterogeneous agents
Ráfales, Jonatan; Vázquez, Carlos (Elsevier B.V., 2024-11)[Abstract]: In this paper we adopt a rational expectations framework to formulate general equilibrium models with heterogeneous agents. The productivity dynamics are characterized by a jump–diffusion model, thus allowing ... -
Pricing TARN options with a stochastic local volatility model
Arregui, Íñigo; Ráfales, Jonatan (Universidad de Oviedo, Servicio de Publicaciones, 2021)[Abstract]: Target Accumulation Redemption Notes (TARNs) are financial derivatives which give their holders the right to receive periodic coupons until the accumulated sum of those ones reaches an agreed target. In this ... -
Third Emerging Trends in Applied Mathematics and Mechanics. Book of Abstracts. A Coruña, May 20-24, 2024
Cao Rial, María Teresa; Arós, Á.; Arregui, Íñigo; Vázquez, Carlos; Baamonde-Seoane, María A.; Calvo-Garrido, Maria-del-Carmen; Gonzalez Taboada, María; Varela Rodríguez, Hiram; Pereira-Sáez, María José; Brozos-Vázquez, Miguel; Souto Salorio, María José; Tarrío-Tobar, Ana D.; Ráfales, Jonatan; Rodríguez Seijo, José Manuel; Taboada-Vázquez, Raquel (Universidade da Coruña. Servizo de Publicacións, 2024)[Abstract] This volume contains the abstracts of more than fifty oral presentations to be given at the International Conference Emerging Trends in Applied Mathematics and Mechanics (ETAMM 2024) hosted by the School of ...