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Articulos en 2020

  1. A.M. Ferreiro-Ferreiro , J.A. García-Rodríguez, J.G. López-Salas , C. Escalante , M.J. Castro. Global optimization for data assimilation in landslide tsunami models, Journal of Computational Physics, 403 (2020), 109069.
  2. Álvaro Leitao Rodríguez, Luis Ortiz Gracia.. Model-free computation of risk contributions in credit portfolios, Applied Mathematics and Computation, 382 (2020), 125351.
  3. Ana M. Ferreiro Ferreiro, José Antonio García-Rodríguez, Luis Souto, Carlos Vázquez. Efficient model points selection in insurance by parallel global optimization using multi CPU and multi GPU, Business & Information Systems Engineering, 62 (2020), 5-20.
  4. Ana María Ferreiro, José Antonio García-Rodríguez, Luis Souto, Carlos Vázquez. A new calibration of the Heston Stochastic Local Volatility model and its parallel implementation on GPUs, Mathematics and Computers in Simulation, 177 (2020), 467-486.
  5. Emmanuel Gobet, José Germán López-Salas, Carlos Vázquez. Quasi-Regression Monte-Carlo scheme for semi-linear PDEs and BSDEs with large scale parallelization on GPUs, Archives of Computational Methods in Engineering, 27 (2020), 889–921.
  6. Eva Balsa-Canto, Alejandro López-Nuñez, Carlos Vázquez. A two-dimensional multi-species model for different Listeria Monocytogenes biofilm structures and its numerical simulation, Applied Mathematics and Computation, 384 (2020), 125383.
  7. Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez. PDE models for American options with counterparty risk and two stochastic factors: mathematical analysis and numerical solution, Computers & Mathematics with Applications, 79 (2020), 5, 1525-1542.
  8. Iñigo Arregui, Jonatan Ráfales. A stochastic local volatility technique for TARN options, International Journal of Computer Mathematics, 97 (2020), 5, 1133-1149.
  9. J. Tarrío-Saavedra, N. Sánchez-Carnero, A. Prieto. Comparative Study of FDA and Time Series Approaches for Seabed Classification from Acoustic Curves, Mathematical Geosciences, 52 (2020), 669-692.
  10. José Manuel Magide-Ameijide, Hiram Varela-Rodríguez, Adolfo López-Fabal. A New Technique for Improved Use of Thermal Energy from Waste Effluents, Agronomy, 10 (2020), 1, 97.
  11. Juan Galvis, Luis F. Contreras, Carlos Vázquez. Numerical upscaling of the free boundary dam problem in multiscale high-contrast media, Journal of Computational and Applied Mathematics, 367 (2020), 112437.
  12. Luis Cea, Alejandro López-Núñez. Extension of the two-component pressure approach for modeling mixed free-surface-pressurized flows with the two-dimensional shallow water equations, International Journal for Numerical Methods in Fluids, 93 (2020), 3, 628-652.
  13. Luis Hervella-Nieto, Paula M. López-Pérez, Andrés Prieto. Robustness and dispersion analysis of the Partition of Unity Finite Element Method applied to the Helmholtz equation, Computers & Mathematics with Applications, 79 (2020), 8, 2426-2446.
  14. Marta Benítez García, Alfredo Bermúdez, Pedro Fontán Muiños. Non-Eulerian Newmark methods: a powerful tool for free-boundary continuum mechanics problems, Journal of Scientific Computing, 83 (2020), 3, 44.
  15. Sara Dutra-Lópes, Carlos Vázquez. LIBOR market model including credit risk under real world measure, Journal of Computational Finance, 24 (2020), 3, 111-141.
  16. Shuaiqiang Liu; Álvaro Leitao Rodríguez; Anastasia Borovykh; Cornelis W Oosterlee.. On Calibration Neural Networks for extracting implied information from American options, arXiv, (2020), .
  17. T.P. Barrios, J.M. Cascón y M. González. On an adaptive stabilized mixed finite element method for the Oseen problem with mixed boundary conditions, Computer Methods in Applied Mechanics and Engineering, 365 (2020), 113007.