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Other researchers information
Published papers
- María A. Baamonde-Seoane, M. Carmen Calvo-Garrido, Carlos Vázquez.
Model and numerical methods for pricing renewable energy certificate derivatives.
Communications in Nonlinear Science and Numerical Simulation, 118 (2023) , 107066.
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez.
Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method.
Journal of Computational and Applied Mathematics, 422 (2023) , 114891.
- María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez.
Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs).
Applied Mathematics and Computation, 404 (2021) , 126199.
- Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez.
PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model.
Communications in Nonlinear Science and Numerical Simulation, 102 (2021) , 105914.
- M. Carmen Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez.
Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations.
Applied Numerical Mathematics, 139 (2019) , 77-92.
- Métodos matemáticos y simulación numérica en economía y finanzas cuantitativas, biotecnología, medioambiente e ingeniería.