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Artículos en 2024

  1. 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.
  2. Iñigo Arregui, J. Jesús Cendán, María González. Numerical simulation of a time dependent lubrication problem arising in magnetic reading processes, Discrete and Continuous Dynamical Systems, Series S, 17 (2024), 7, 2436-2449.
  3. Iñigo Arregui, Roberta Simonella, Carlos Vázquez. Models and numerical methods for XVA pricing under mean reversion spreads in a multicurrency framework, Communications in Nonlinear Science and Numerical Simulation, 130 (2024), Article Nr. 107725.
  4. Jonatan Ráfales, Carlos Vázquez. Jump-diffusion productivity models in equilibrium problems with heterogeneous agents, Mathematics and Computers in Simulation, 225 (2024), 313-331.
  5. José Germán López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez. PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM), Computers & Mathematics with Applications, 169 (2024), 88-98.
  6. Julio Pombo-Romero, Oliver Rúas-Barrosa and Carlos Vázquez. Assessing the value and risk of renewable PPAs, Energy Economics, 139 (2024), 107861.
  7. L. Río-Martín, A. Prieto. Data-driven characterization of viscoelastic materials in underwater acoustics using an adjoint-based approach, Computers and Structures, 292 (2024), 107229.
  8. M. Benítez, A. Bermúdez, P. Fontán, I. Martínez and P. Salgado. A Lagrangian approach for solving an axisymmetric thermo-electromagnetic problem. Application to time-varying geometry processes, Advances in Computational Mathematics, 50 (2024), 45, .
  9. Pájaro M., Fuentes-Santos I., Labarta U., Alonso A.A., Álvarez-Salgado X.A. MusselCF, a user-friendly toolbox to estimate the physiological carbon footprint of mussels in suspended aquaculture, Aquacultural Engineering, 105 (2024), 102415.
  10. Vághy M.A., Otero-Muras I., Pájaro M., Szederkényi G. A Kinetic Finite Volume Discretization of the Multidimensional PIDE Model for Gene Regulatory Networks, Bulletin of Mathematical Biology, 86 (2024), 2, 22.
  11. Víctor González Tabernero, José Germán López Salas, Manuel Castro Díaz, José Antonio García Rodríguez. Boundary Treatment for High-Order IMEX Runge-Kutta Local Discontinuous Galerkin Schemes for Multidimensional Nonlinear Parabolic PDEs, SIAM Journal on Scientific Computing, 46 (2024), 5, .
  12. Víctor González Tabernero, M.J. Castro, J. A. García-Rodríguez. High-order well-balanced numerical schemes for one-dimensional shallow-water systems with Coriolis terms, Applied Mathematics and Computation, 469 (2024), 128528.
  13. X. Sagartazazu, L. Hervella-Nieto, A. Prieto. Experimental validation of a coupled acoustic fluid-poroelastic-plate model with frontal and lateral source excitations, Journal of Theoretical and Computational Acoustics, (2024), .