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Accepted for publication

  1. Davide Trevisani, José Germán López-Salas, Chris Kenyon, Carlos Vázquez and Mourad Berrahoui. Scope 3 capital design for carbon-emissions-facilitation tax risk, International Journal of Computer Mathematics.
  2. Íñigo Arregui, Mirco Martini, Roberta Simonella, Carlos Vázquez. Total value adjustment in a multi-currency framework with stochastic exchange rates and mean reversion spreads, Journal of Computational Finance.
  3. Manuel Pájaro, Irene Otero-Muras, Carlos Vázquez. Stochastic modelling of viral infection spread via a Partial Integro-Differential equation, Infectious Disease Modelling.