Javier de Frutos
Associated member, GERAD
Professor, Departamento de Matemática Aplicada, Universidad de Valladolid, Spain
Cahiers du GERAD
Publications
Mar 2016
Javier de Frutos, Bosco García-Archilla, Volker John, and Julia Novo
Journal of Scientific Computing, 66(3), 991–1024, 2016
BibTeX reference
Mar 2016
Javier de Frutos, Volker John, and Julia Novo
Journal of Computational Physics, 309(C), 368–386, 2016
BibTeX reference
Feb 2016
Javier de Frutos, Bosco García-Archilla, and Julia Novo
Journal of Scientific Computing, 66(2), 528–554, 2016
BibTeX reference
News
Nov 5, 2013
On November 1st, Saad Serghini Idrissi, co-supervised by Michèle Breton and Javier de Frutos, became the 300th PhD student of HEC Montréal to successfully present his thesis in front of a jury.
Oct 21, 2013
Title: Une approche pour l'évaluation de dérivés financiers de type bermudien