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All (since 1996)


    Pre-prints

  • Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia. GPU parallelization of two-phase optimization algorithms.
  • José Luis Fernández, Enrico Ferri y Carlos Vázquez. Asymptotic stability of empirical processes and related functionals.
  • L.A. Grzelak, J.A. Witteveen, María Suárez-Taboada, C.W. Oosterlee. The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions.
  • M. Carmen Calvo-Garrido, Matthias Ehrhardt, Carlos Vázquez. Jump-diffusion models with two stochastic factors for pricing swing options in electricity markets with partial-integro differential equations.
  • M. Suárez-Taboada, C. Vázquez. New numerical methods for PDE models related to pricing and expected lifetime of an extraction project.
  • Sara Dutra-Lópes, Carlos Vázquez. Real world scenarios with negative interest rates based on the LIBOR Market Model.
  • Zuzana Krajcovicova, Pedro Pablo Pérez-Velasco, Carlos Vázquez. A new approach to quantification of model risk for practitioners.

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