You are hereArtigos en 2016
Artigos en 2016
- Emmanuel Gobet, José Germán López-Salas, Plamen Turkedjiev, Carlos Vázquez. Stratified regression Monte-Carlo scheme for semilinear PDEs and BSDEs with large scale parallelization on GPUs, SIAM Journal on Scientific Computing, 38 (2016), 6, 652-677.
- Ignacio Fraga Cadórniga; Luis Cea Gómez; Jerónimo Puertas Agudo; Joaquín Suárez López; Vicente Jiménez; Alfredo Jácome Burgos. Global sensitivity and GLUE-based uncertainty analysis of a 2D-1D dual urban drainage model, Journal of Hydrologic Engineering, 21 (2016), 5, 04016004.
- Ignacio Fraga Cadórniga; Tom Cochrane; Frances Charters; Aisling Dominique O'Sullivan. A novel modelling framework to prioritize estimation of non-point source pollution parameters for quantifying pollutant origin and discharge in urban catchments, Journal of Environmental Management , 167 (2016), 1, 75-84.
- Manuel Pájaro, Antonio Alonso, Jose Antonio Carrillo, Carlos Vázquez. Stability of stochastic gene networks using entropy methods, IFAC-PapersOnLine, 49 (2016), 24, 1-5.
- María del Carmen Calvo-Garrido, Carlos Vázquez. A new numerical method for pricing Fixed-Rate Mortgages with prepayment and default options, International Journal of Computer Mathematics, 93 (2016), 5, 761-780.
- Rafael Company, Vera Egorova, Lucas Jódar, Carlos Vázquez. Computing American option price under regime switching with rationality parameter, Computers & Mathematics with Applications, 72 (2016), 3, 741-754.
- Rafael Company, Vera Egorova, Lucas Jódar, Carlos Vázquez. Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing, Journal of Computational and Applied Mathematics, 304 (2016), 1-17.