You are herePre-prints

Pre-prints


  1. Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez. Global optimization for model points automatic selection in life insurance portfolios.
  2. Jonatan Ráfales, Carlos Vázquez. Equilibrium models with heterogeneous agents under rational expectations and its numerical solution.
  3. José Germán López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez. AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models.
  4. 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.
  5. Marta Benítez, Bernardo Cockburn. Post-processing for spatial accuracy-enhancement of pure Lagrange-Galerkin schemes applied to convection-diffusion equations.