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Articles 2017


  1. Antonio Falcó, Lluis Navarro, Carlos Vázquez. A Direct LU Solver for Pricing American Bond Options under Hull-White model, Journal of Computational and Applied Mathematics, 309 (2017), 442-455.
  2. Eva Balsa-Canto, Alejandro López-Núñez, Carlos Vázquez. Numerical methods for a reaction-diffusion system modelling biofilm formation, Applied Mathematical Modelling, 41 (2017), 164-179.
  3. Guillermo García, Carlos Moreno, Carlos Vázquez. An Elrod-Adams cavitation model for a new nonlinear Reynolds equation in piezoviscous hydrodynamic lubrication, Applied Mathematical Modelling, 44 (2017), 374-389.
  4. Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty, Journal of Computational and Applied Mathematics, 318 (2017), 491-503.
  5. Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. PDE models and numerical methods for total value adjustment in European and American options with counterparty risk, Applied Mathematics and Computation, 308 (2017), 31-53.
  6. José Luis Fernández, María R. Nogueiras, Marta Pou-Bueno, Carlos Vázquez. Multicurve LIBOR Market Models and drift-free Simulation, International Journal of Computer Mathematics, 94 (2017), 11, 2194-2207.
  7. M. Benítez, A. Bermúdez and J. F. Rodríguez-Calo. Adjoint method for parameter identification problems in models of stirred tank chemical reactors, Chemical Engineering Research and Design, 123 (2017), 214-229.
  8. Manuel Pájaro, Antonio A. Alonso, Irene Otero-Muras, Carlos Vazquez. Effective stochastic modeling and numerical simulation of gene regulatory networks with protein bursting, Journal of Theoretical Biology, 421 (2017), 51-70.
  9. María del Carmen Calvo-Garrido, Carlos Vázquez. Pricing of mortgages with prepayment and default options: numerical methods for the case with adjustable (floating) rate, SeMA Journal, 74 (2017), 3, 279-298.
  10. María del Carmen Calvo-Garrido, Mathias Ehrhardt, Carlos Vázquez. Pricing swing options in electricity markets with two stochastic factors using a partial differential equations approach, Journal of Computational Finance, 20 (2017), 3, 81-107.
  11. Tomás P. Barrios, J. Manuel Cascón y María González. Augmented mixed finite element method for the Oseen problem: A priori and a posteriori error analyses, Computer Methods in Applied Mechanics and Engineering, 313 (2017), 1, 216-238.