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Información becarios y contratados

Artículos publicados
  • J. Lars Kirkby, Álvaro Leitao, Duy Nguyen.
    Spline local basis methods for nonparametric density estimation.
    Statistics Surveys, 17 (2023) , 75-118.

  • Iñigo Arregui, Álvaro Leitao, Beatriz Salvador, Carlos Vázquez.
    Efficient parallel Monte-Carlo techniques for pricing American options including counterparty credit risk.
    International Journal of Computer Mathematics, 0 (2023) , .

  • Álvaro Leitao-Rodríguez, Carlos Vázquez.
    A stochastic theta-SEIHRD model: adding randomness to covid-19 spread.
    Communications in Nonlinear Science and Numerical Simulation, 115 (2022) , 106731.

  • Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee.
    On a Neural Network to Extract Implied Information from American Options.
    Applied Mathematical Finance, 28 (2022) , 5 , 449-475.

  • Alberto P. Manzano-Herrero, Daniele Musso, Álvaro Leitao, Andrés Gómez, Carlos Vázquez, Gustavo Ordóñez and María R. Nogueiras.
    A modular framework for generic quantum algorithms.
    Mathematics, 10 (2022) , 5 , 785.