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Pre-prints

  1. Álvaro Leitao, Jonatan Ráfales. Parametric Numerical Integration with (Differential) Machine Learning.
  2. Fernando Alonso, Álvaro Leitao, Carlos Vázquez. Quantum Machine Learning methods for Fourier-based distribution estimation with application in option pricing.
  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. Íñigo Arregui, Carlos Vázquez. Modelling and simulation of journal-bearing devices with stochastic film thickness and cavitation.
  5. Iván Torreiro-León, Alba Ramil-Bouzas, Amit Deb, Alvaro Leitao, Ana Rey-Rico, and Paco Fernandez-Trillo. Computer-Guided In-situ Screening of Poly(acetylene)s for Gene Delivery.
  6. Julien Hok, Álvaro Leitao. Quantum computing for multidimensional option pricing: End-to-end pipeline.
  7. María Suárez-Taboada, Carlos Vázquez. Valuation of a mine project with abandonment option and a price dependent extraction rate.
  8. Recondo, S., Hervella-Nieto, L. M., & Prieto, A. Robust numerical approximation of resonances in unbounded planar multilayered media with optimal Perfectly Matched Layers.
  9. Roberto Daluiso, Héctor Folgar-Cameán, Andrea Pallavicini, Carlos Vázquez. Rough volatility dynamics in commodity markets.