Idiomas

Menú de usuario

You are herePre-prints

Pre-prints

  1. A. Bermúdez, L. Río-Martín, A. Prieto. A time-harmonic/time-domain hybrid approach based on displacement-based formulations to compute the absorbing coefficient in alpha cabins.
  2. Davide Trevisani, José Germán López-Salas, Chris Kenyon, Carlos Vázquez and Mourad Berrahoui. Scope 3 capital design for carbon-emissions-facilitation tax risk.
  3. Davide, Trevisani - J.G., López-Salas - C., Vázquez-Cendón, J.A. García-Rodríguez. Mathematical models and numerical methods for a capital valuation adjustment (KVA) problem.
  4. Graziana Colonna, Ana María Ferreiro-Ferreiro, José Antonio García-Rodríguez, Carlos Vázquez. A Multi-Level Monte Carlo Lagrange-Galerkin mehod for solving a XVA hybrid model in European options.
  5. Íñigo Arregui, Mirco Martini, Roberta Simonella, Carlos Vázquez. Total value adjustment in a multi-currency framework with stochastic exchange rates and mean reversion spreads.
  6. 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.