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Artículos en 2023

  1. Alberto Manzano, Daniele Musso, Álvaro Leitao. Real Quantum Amplitude Estimation, EPJ Quantum Technology, 10 (2023), 2.
  2. Alberto P. Manzano-Herrero, Emanuele Nastasi, Andrea Pallavicini, Carlos Vázquez. Pricing commodity index options, Quantitative Finance, 30 (2023), 2, 297-308.
  3. Carlos Sequeiros, Carlos Vázquez, Julio R. Banga, Irene Otero-Muras. Automated design of synthetic gene circuits in the presence of molecular noise, ACS Synthetic Biology, 12 (2023), 10, 2865–2876.
  4. Carlos Sequeiros, Irene Otero-Muras, Carlos Vázquez, Julio R. Banga. Global optimization approach for parameter estimation in stochastic dynamic models of biosystems, IEEE/ACM Transactions on Computational Biology and Bioinformatics, 20 (2023), 3, 1971-1982.
  5. Carlos Sequeiros, Manuel Pájaro, Carlos Vázquez, Julio R. Banga, Irene Otero-Muras. IDESS: a toolbox for identification and automated design of stochastic gene circuits, Bioinformatics, 39 (2023), 11, btad682.
  6. Hiram Varela, María González. An improved model for the drying of porous solids with abruptly changing permeability, Drying Technology, 41 (2023), 13, 2210-2225.
  7. 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, (2023), .
  8. Iñigo Arregui, J. Jesús Cendán, María González. Numerical simulation of a time dependent lubrication problem arising in magnetic reading processes, Discrete and Continuous Dynamical Systems, Series S, (2023), .
  9. J. Lars Kirkby, Álvaro Leitao, Duy Nguyen. Spline local basis methods for nonparametric density estimation, Statistics Surveys, 17 (2023), 75-118.
  10. Joel P. Villarino, Álvaro Leitao, José A. García-Rodríguez. Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk, Journal of Computational and Applied Mathematics, 425 (2023), 115041.
  11. Marco di Francesco, Roberta Simonella. A Stochastic Asset-Liability Management Model for Life Insurance Companies, Financial Markets and Portfolio Management, 37 (2023), 61-94.
  12. María A. Baamonde-Seoane, M. Carmen Calvo-Garrido, Carlos Vázquez. Model and numerical methods for pricing renewable energy certificate derivatives, Communications in Nonlinear Science and Numerical Simulation, 118 (2023), 107066.
  13. María A. Baamonde-Seoane, María del Carmen Calvo-Garrido, Carlos Vázquez. Pricing renewable energy certificates with a Crank-Nicolson Lagrange-Galerkin numerical method, Journal of Computational and Applied Mathematics, 422 (2023), 114891.
  14. Mary Chriselda Antony Oliver, María González. Adaptive mixed FEM combined with the method of characteristics for stationary convection–diffusion–reaction problems, Finite Elements in Analysis and Design, 227 (2023), 104045.
  15. Roberta Simonella, Carlos Vázquez. XVA in a multi-currency setting with stochastic foreign exchange rates, Mathematics and Computers in Simulation, 207 (2023), 59-79.
  16. Vivette Girault, María González Taboada, Frédéric Hecht, Kumbakonam R. Rajagopal. A model for flow in deformable porous media, Communications in Optimization Theory, 2023 (2023), 20, 1-44.