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Other researchers information


Personal Data
Name   Salvador Mancho, Beatriz
Knowledge area   Matemática aplicada
Faculty position   Contratada Proyecto
Institution   Ministerio de Ciencia e Innovación
E-Mail   beatriz.salvador@udc.es

Published papers
  • Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez.
    PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution.
    Computers & Mathematics with Applications, 79 (2020) , 5 , 1525-1542.

  • Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez.
    Mathematical analysis of a nonlinear PDE model for European options with counterparty risk.
    Comptes Rendus Mathématique, 357 (2019) , 3 , 252-257.

  • Iñigo Arregui, Beatriz Salvador, Carlos Vázquez.
    A Monte Carlo approach to American options pricing including counterparty risk.
    International Journal of Computer Mathematics, 96 (2019) , 11 , 2157-2176.

  • Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez.
    Total value adjustment for European options with two stochastic factors. Mathematical model, analysis and numerical simulation.
    Computers & Mathematics with Applications, 76 (2018) , 4 , 725-740.

  • 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.