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Other researchers information


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

Published papers
  • 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.
    A numerical strategy for telecommunications networks capacity planning under demand and price uncertainty.
    Journal of Computational and Applied Mathematics, 318 (2017) , 491-503.

  • 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.