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Aceptados para su publicación

  1. Ana María Ferreiro, Jose Antonio García-Rodríguez, Carlos Vázquez, Eliana Costa e Silva, Aldina Correia. GPU parallelization of two-phase optimization algorithms, Mathematics and Computers in Simulation.
  2. Antonio A. Alonso, Rodolfo Bermejo, Manuel Pájaro, Carlos Vázquez. A new numerical method fo the PIDE formulation of a gene networks problem and its numerical analysis, Mathematical Models and Methods in Applied Sciences.
  3. Iñigo Arregui, Beatriz Salvador, Carlos Vázquez. A Monte Carlo approach to American options pricing including counterparty risk, International Journal of Computer Mathematics.
  4. L.A. Grzelak, J.A. Witteveen, María Suárez-Taboada, C.W. Oosterlee. The stochastic collocation Monte Carlo sampler: Highly efficient sampling from "expensive" distributions, Quantitative Finance.
  5. M. Suárez-Taboada, C. Vázquez. Numerical methods for PDE models related to pricing and expected lifetime of an extraction project, Discrete and Continuous Dynamical Systems - Series B.
  6. M. Suárez-Taboada, J.A.S. Witteveen, L. A. Grzelak and Cornelis W. Oosterlee. Uncertainty Quantification and Heston Model, Journal of Mathematics in Industry.
  7. Sara Dutra-Lópes, Carlos Vázquez. Real world scenarios with negative interest rates based on the LIBOR Market Model, Applied Mathematical Finance.