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Articulos en 2021

  1. Alfredo Bermúdez, Andrés Prieto, Laura del Río. Analysis of a reverberation room by using numerical simulation tools , Revista de Acústica, 51 (2021), 3-4, 31-38.
  2. Álvaro Leitao, J. Lars Kirkby, Luis Ortiz-Gracia. The CTMC–Heston model: calibration and exotic option pricing with SWIFT, Journal of Computational Finance, 24 (2021), 4, 71-114.
  3. Ana María Ferreiro, Enrico Ferri, José Antonio García-Rodríguez, Carlos Vázquez. Global optimization for model points automatic selection in life insurance portfolios, Mathematics, 9 (2021), 5, 472.
  4. Beatriz Salvador, Cornelis W. Oosterlee. Total value adjustment for a stochastic volatility model. A comparison with the Black-Scholes model, Applied Mathematics and Computation, 391 (2021), 125489.
  5. Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer. Financial option valuation by unsupervised learning with artificial neural networks, Mathematics, 9 (2021), 1, 46.
  6. J. Lars Kirkby, Álvaro Leitao, Duy Nguyen. Nonparametric density estimation and bandwidth selection with B-spline bases: A novel Galerkin method, Computational Statistics and Data Analysis, 159 (2021), 107202.
  7. Jonatan Ráfales, Carlos Vázquez. Equilibrium models with heterogeneous agents under rational expectations and its numerical solution, Communications in Nonlinear Science and Numerical Simulation, 96 (2021), 105673.
  8. José Germán López-Salas, Soledad Pérez-Rodríguez, Carlos Vázquez. AMFR-W numerical methods for solving high dimensional SABR/LIBOR PDE models, SIAM Journal on Scientific Computing, 43 (2021), 1, B30-B54.
  9. Laura Río-Martín, Saray Busto, Michael Dumbser. A semi-implicit hybrid finite volume / finite element scheme for all Mach number flows on staggered unstructured meshes, Mathematics, 9 (2021), 18, 2316.
  10. María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Michael Coulon, Carlos Vázquez. Numerical solution of a nonlinear PDE model for pricing Renewable Energy Certificates (RECs), Applied Mathematics and Computation, 404 (2021), 126199.
  11. Maria del Carmen Calvo-Garrido, Sidy Diop, Andrea Pascucci, Carlos Vázquez. PDE models for the valuation of a defaultable coupon-bearing bond under an extended JDCEV model, Communications in Nonlinear Science and Numerical Simulation, 102 (2021), 105914.
  12. María González, Magdalena Strugaru. Stabilization and a posteriori error analysis of a mixed FEM for convection-diffusion problems with mixed boundary conditions, Journal of Computational and Applied Mathematics, 381 (2021), 113015.
  13. Saray Busto, Laura Río-Martín, M.Elena Vázquez-Cendón, Michael Dumbser. A semi-implicit hybrid finite volume/finite element scheme for all Mach number flows on staggered unstructured meshes, Applied Mathematics and Computation, 402 (2021), 126117.