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Pre-prints


  1. Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez. Global optimization for model points automatic selection in life insurance portfolios.
  2. Andrea Pignotti, María Suarez-Taboada, Carlos Vázquez. A new mathematical model for pricing a mine extraction project.
  3. Eva Balsa-Canto, Alejadro López-Nuñez, Carlos Vázquez. A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation.
  4. Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez. PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution.
  5. Iñigo Arregui, Jonatan Ráfales. A stochastic local volatility technique for TARN options.
  6. Juan Galvis, Luis F. Contreras, Carlos Vázquez. Numerical upscaling of the free boundary dam problem in multiscale high-contrast media.
  7. Manuel Pájaro, Irene Otero-Muras, Carlos Vazquez, Antonio A. Alonso. Inherent stochasticity precludes hysteresis in gene regulatory networks.
  8. Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez. PDE models for the valuation of a non callable defaultable coupon bond under an extended JDCEV model.