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All (since 1996)


    Pre-prints

  • Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez. Global optimization for model points automatic selection in life insurance portfolios.
  • Ana María Ferreiro, José Antonio García Rodríguez, Luis Souto, Carlos Vázquez. Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs.
  • Emmanuel Gobet, José Germán López-Salas, Carlos Vázquez. Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs.
  • Eva Balsa-Canto, Alejadro López-Nuñez, Carlos Vázquez. A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation.
  • Iñigo Arregui, Beatriz Salvador, Daniel Sevcovic, Carlos Vázquez. Modelling, mathematical analysis and numerical methods for American options with counterparty risk and two stochastic factors.
  • Iñigo Arregui, Jonatan Ráfales. A stochastic local volatility technique for TARN options.
  • José Luis Fernández, Enrico Ferri y Carlos Vázquez. Asymptotic stability of empirical processes and related functionals.
  • Juan Galvis, Luis F. Contreras, Carlos Vázquez. Numerical upscaling of the free boundary dam problem in multiscale high-contrast media.
  • Manuel Pájaro, Irene Otero-Muras, Carlos Vazquez, Antonio A. Alonso. Inherent stochasticity precludes hysteresis in gene regulatory networks.
  • 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.

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