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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. Alberto P. Manzano-Herrero, Emanuele Nastasi, Andrea Pallavicini, Carlos Vázquez. Evaluating microscopic and macroscopic models for derivative contracts on commodity indices.
  3. 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.
  4. I. Arregui, A. López-Núñez, C. Vázquez. Pricing American real options with double continuation region under Heston model.
  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. Jonatan Ráfales, Carlos Vázquez. Models and numerical methods for equilibrium problems with heterogeneous agents involving two productive sectors.