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Información becarios y contratados


Artículos publicados
  • 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) , .

  • Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer.
    Financial option valuation by unsupervised learning with artificial neural networks.
    Mathematics, 9 (2021) , 1 , 46.

  • 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.

  • 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.

  • Iñigo Arregui, Beatriz Salvador, Daniel Ševčovič, Carlos Vázquez.
    Mathematical analysis of a nonlinear PDE model for European options with counterparty risk.
    Comptes Rendus Mathématique, 357 (2019) , 3 , 252-257.