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Pre-prints


  1. Ana María Ferreiro, José Antonio García Rodríguez, Luis Souto, Carlos Vázquez. Basin Hopping with synched multi L-BFGS local searches Parallel implementation in multi-CPU and GPUs.
  2. Emmanuel Gobet, José Germán López-Salas, Carlos Vázquez. Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs.
  3. Eva Balsa-Canto, Alejadro López-Nuñez, Carlos Vázquez. A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation.
  4. Iñigo Arregui, J. Jesús Cendán, María González. A local discontinuous Galerkin method for the compressible Reynolds lubrication equation.
  5. Iñigo Arregui, Jonatan Ráfales. A stochastic local volatility technique for TARN options.
  6. José Luis Fernández, Enrico Ferri y Carlos Vázquez. Asymptotic stability of empirical processes and related functionals.
  7. 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.
  8. Manuel Pájaro, Irene Otero-Muras, Carlos Vazquez, Antonio A. Alonso. Inherent stochasticity precludes hysteresis in gene regulatory networks.
  9. Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez. PDE models for the valuation of a non callable defaultable coupon bond under an extended JDCEV model.