F. H. M. Sanchez

Numerical Approximation of Fractal Dimension of Gaussian Stochastic Processes

F. H. M. Sanchez, William Eduardo Alfonso, 2014 .

European Call Option Pricing using the Adomian Decomposition Method

M. Bohner, F. H. M. Sanchez, 2014 .

NUMERICAL COMPARISON OF PRICING OF EUROPEAN CALL OPTIONS FOR MEAN REVERTING PROCESSES

F. H. M. Sanchez, Yimer Camilo Vargas, Margarita Pinzón Cardozo, 2013 .

Parameter Estimation in Mean Reversion Processes with Periodic Functional Tendency

J. E. Monsalve, F. H. M. Sanchez, 2017, 1710.11534.

Parameter Estimation in Mean Reversion Processes with Deterministic Long-Term Trend

F. H. M. Sanchez, Verónica M. Gallego, 2016 .

Stochastic Modeling and Forecast of Hydrological Contributions in the Colombian Electric System

J. E. Monsalve, F. H. M. Sanchez, J. Monsalve, 2017, 1711.00197.

Gaussian Estimation of One-Factor Mean Reversion Processes

F. H. M. Sanchez, J. S. Palacio, 2013 .