Javier de Frutos

Associated member, GERAD

Professor, Departamento de Matemática Aplicada, Universidad de Valladolid

frutos@mac.uva.es

Phone: +34 983 184680

Fax: +34 983 423013

Research Axes

Axis 2: Decision support made in complex systems

Research Applications

Economy and finance
Energy, environment and natural resources

Publications

Sep 2022

Investment in cleaner technologies in a transboundary pollution dynamic game. A numerical investigation

Javier de Frutos, Victor Gatón, Paula López, and Guiomar Martín-Herrán

Dynamic Games and Applications, 12(3), 813–848, 2022 BibTeX reference

Dec 2021

G-2021-79
Investment in cleaner technologies in a transboundary pollution dynamic game. A numerical investigation

Javier de Frutos, Victor Gatón, Paula López, and Guiomar Martín-Herrán

Within a non-cooperative transboundary pollution dynamic game, we study the strategic impact of a region's investment in the adoption of a cleaner technolog...

BibTeX reference

Oct 2021

A pseudospectral method for option pricing with transaction costs under exponential utility

Javier de Frutos and Victor Gatón

Journal of Computational and Applied Mathematics, 394, Paper no: 113541, 2021 BibTeX reference

47 publications

Events

May 3 — 4, 2024

Games and Optimization - Workshop in honor of Michèle Breton

Workshop

Chair in Game Theory and Management

HEC Montréal, Campus Hélène-Desmarais

Apr 21, 202211:00 AM — 12:00 PM

On discrete-time approximations to infinite horizon differential games

Dynamic Games and Applications Seminar
Javier de Frutos – Professor, Departamento de Matemática Aplicada, Universidad de Valladolid

Chair in Game Theory and Management and GERAD

Online meeting

Supervision

Eva María Barazón Peña Bachelor's degree

Vanessa Jiménez Terradillos Bachelor's degree

Daniel Sanz Master's degree

Victor Gatón Ph.D.

Saad Serghini Idrissi Ph.D.