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All (since 1996)


    Pre-prints

  • 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.
  • Iñigo Arregui, J. Jesús Cendán, María González. A local discontinuous Galerkin method for the compressible Reynolds lubrication equation.
  • 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.
  • 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.
  • Zuzana Krajcovicova, Pedro Pablo Pérez-Velasco, Carlos Vázquez. A new approach to quantification of model risk for practitioners.

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