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Other researchers information

Published papers
  • Francisco Gómez-Casanova, Álvaro Leitao, Fernando de Lópe-Contreras, Carlos Vázquez.
    Deep joint learning valuation of Bermudan swaptions.
    International Journal of Computer Mathematics, 0 (2025) , .

  • Alberto P. Manzano-Herrero, Gonzlao Ferro, Álvaro Leitao, Carlos Vázquez, Andrés Gómez.
    Alternative pipeline for Option Pricing using Quantum Computers.
    EPJ Quantum Technology, 12 (2025) , 28.

  • Iñigo Arregui, Álvaro Leitao, Beatriz Salvador, Carlos Vázquez.
    Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk.
    International Journal of Computer Mathematics, 101 (2024) , 8 , 821-841.

  • J. Lars Kirkby, Álvaro Leitao, Duy Nguyen.
    Spline local basis methods for nonparametric density estimation.
    Statistics Surveys, 17 (2023) , 75-118.

  • Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee.
    On a Neural Network to Extract Implied Information from American Options.
    Applied Mathematical Finance, 28 (2022) , 5 , 449-475.